-25.0%
QXO vs GFI
+6.9%
-31.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +6.3% | +1.8% | +5.4% |
| 7D | +16.6% | +1.4% | +15.1% | +15.8% |
| 30D | +6.6% | +3.0% | +3.6% | +5.1% |
| 3M | -17.5% | +10.2% | -27.7% | -21.9% |
| 6M | -33.8% | -10.1% | -23.7% | -32.3% |
| YTD | -34.4% | -11.4% | -23.0% | -33.2% |
| 1Y | -25.0% | +8.4% | -33.4% | -28.5% |
| All | -25.0% | +6.9% | -31.9% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling