-0.7%
QXO vs GD
+611.1%
-611.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.4% |
| 7D | -1.3% | -5.3% | +4.0% | 0.0% |
| 30D | -16.0% | -6.4% | -9.6% | -14.7% |
| 3M | -17.7% | +5.7% | -23.4% | -18.9% |
| 6M | -42.6% | -0.9% | -41.7% | -42.6% |
| YTD | -30.8% | +8.2% | -39.0% | -32.1% |
| 1Y | -35.3% | +13.4% | -48.7% | -37.1% |
| 3Y | -46.3% | +68.5% | -114.8% | -53.4% |
| 5Y | -69.2% | +97.2% | -166.3% | -74.4% |
| 10Y | +62.1% | +190.2% | -128.1% | +17.6% |
| All | -0.7% | +611.1% | -611.8% | -49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling