+34.3%
QXO vs GD
+195.0%
-160.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.8% | -3.4% |
| 7D | -8.7% | -3.2% | -5.5% | -8.0% |
| 30D | -21.0% | -9.6% | -11.4% | -19.0% |
| 3M | -18.4% | +4.3% | -22.7% | -19.3% |
| 6M | -43.0% | +0.5% | -43.5% | -43.2% |
| YTD | -36.3% | +6.6% | -42.9% | -37.3% |
| 1Y | -42.8% | +11.6% | -54.4% | -44.1% |
| 3Y | -45.8% | +72.6% | -118.3% | -52.9% |
| 5Y | -70.8% | +95.2% | -165.9% | -75.5% |
| All | +34.3% | +195.0% | -160.7% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling