-47.0%
QXO vs GGLL
+166.5%
-213.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.6% |
| 7D | +9.0% | +7.7% | +1.3% | +8.7% |
| 30D | +22.0% | -30.2% | +52.2% | +23.1% |
| 3M | -15.4% | -31.3% | +15.9% | -14.6% |
| 6M | -26.0% | -52.1% | +26.1% | -25.0% |
| YTD | -34.7% | -25.9% | -8.8% | -33.9% |
| 1Y | -28.0% | -8.5% | -19.5% | -26.3% |
| 3Y | -47.0% | +165.5% | -212.6% | +16.0% |
| All | -47.0% | +166.5% | -213.6% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 3y: compounded portfolio wealth divided by compounded GGLL 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…
3y analysis · Full analysis span regression · 6 months rolling