-63.0%
QXO vs GFS
0.0%
-63.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.4% |
| 7D | -7.8% | +3.8% | -11.6% | -8.8% |
| 30D | -18.1% | -11.7% | -6.4% | -15.3% |
| 3M | -25.8% | -41.8% | +16.0% | -14.7% |
| 6M | -41.7% | +6.6% | -48.4% | -44.2% |
| YTD | -36.2% | +34.6% | -70.8% | -42.7% |
| 1Y | -42.1% | +46.2% | -88.3% | -49.0% |
| 3Y | -46.2% | -20.3% | -25.8% | -46.2% |
| All | -63.0% | 0.0% | -63.0% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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