-67.0%
QXO vs GD
+95.9%
-162.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.5% |
| 7D | +2.9% | -3.5% | +6.3% | +3.8% |
| 30D | -18.0% | -9.0% | -9.0% | -16.0% |
| 3M | -14.7% | +5.1% | -19.8% | -16.0% |
| 6M | -39.2% | -1.0% | -38.2% | -39.2% |
| YTD | -31.3% | +7.3% | -38.6% | -32.6% |
| 1Y | -39.7% | +12.4% | -52.1% | -41.0% |
| 3Y | -41.5% | +73.7% | -115.2% | -49.7% |
| 5Y | -67.0% | +93.8% | -160.7% | -73.5% |
| All | -67.0% | +95.9% | -162.9% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling