+20.1%
QXO vs GD
+168.5%
-148.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | +9.1% | +0.6% | +8.4% | +9.0% |
| 30D | +29.8% | +9.5% | +20.3% | +26.9% |
| 3M | -11.2% | -5.8% | -5.3% | -9.9% |
| 6M | -25.1% | +7.7% | -32.8% | -26.6% |
| YTD | -28.4% | +11.1% | -39.5% | -30.3% |
| 1Y | -27.4% | +6.1% | -33.5% | -28.6% |
| 3Y | -42.6% | +59.8% | -102.4% | -49.8% |
| 5Y | -60.7% | +104.6% | -165.3% | -67.9% |
| All | +20.1% | +168.5% | -148.4% | -13.5% |
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