-38.4%
QXO vs GGLL
+309.0%
-347.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.5% | +0.4% | -3.9% |
| 7D | -3.9% | -3.9% | 0.0% | -3.7% |
| 30D | -17.4% | -15.4% | -2.0% | -16.8% |
| 3M | -22.5% | -21.9% | -0.6% | -21.8% |
| 6M | -41.4% | +4.5% | -45.9% | -41.2% |
| YTD | -34.1% | -2.4% | -31.7% | -34.0% |
| 1Y | -40.8% | +57.8% | -98.6% | -40.3% |
| 3Y | -43.9% | +227.2% | -271.1% | -40.7% |
| All | -38.4% | +309.0% | -347.4% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling