-70.8%
QXO vs GDDY
+29.8%
-100.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.2% |
| 7D | -7.8% | -3.2% | -4.6% | -7.2% |
| 30D | -18.1% | +6.8% | -24.9% | -19.7% |
| 3M | -25.8% | +30.5% | -56.2% | -31.5% |
| 6M | -41.7% | +13.3% | -55.0% | -44.7% |
| YTD | -36.2% | -21.0% | -15.2% | -32.6% |
| 1Y | -42.1% | -34.0% | -8.1% | -35.1% |
| 3Y | -46.2% | +33.1% | -79.2% | -56.3% |
| All | -70.8% | +29.8% | -100.6% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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