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  • QXO vs GFI✓SelectedUSD · GFIQXO vs GFI performance historyLatest closeAs of+0.16%09/11
Stock and ETF performance explorer

QXO vs GFI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-8.4%
GFI return
+454.1%
Excess return
-462.6%
Maximum drawdown
-95.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGFIExcessAlpha
1D+0.2%-1.3%+1.4%+0.3%
7D-7.8%-4.9%-2.9%-7.4%
30D-18.1%+10.7%-28.8%-18.8%
3M-25.8%+25.6%-51.4%-27.3%
6M-41.7%-8.3%-33.5%-41.5%
YTD-36.2%+6.3%-42.5%-36.6%
1Y-42.1%+22.1%-64.2%-43.2%
3Y-46.2%+289.2%-335.3%-52.4%
5Y-70.7%+531.7%-602.4%-76.1%
10Y+36.5%+1,043.8%-1,007.3%+2.2%
All-8.4%+454.1%-462.6%+11.6%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling