-34.9%
QXO vs GH
+473.1%
-508.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -3.0% |
| 7D | -8.7% | -1.2% | -7.4% | -8.5% |
| 30D | -21.0% | -3.7% | -17.3% | -20.6% |
| 3M | -18.4% | +21.7% | -40.1% | -20.6% |
| 6M | -43.0% | +75.7% | -118.8% | -47.1% |
| YTD | -36.3% | +55.7% | -92.0% | -40.0% |
| 1Y | -42.8% | +181.1% | -223.9% | -50.1% |
| 3Y | -45.8% | +371.6% | -417.4% | -58.1% |
| 5Y | -70.8% | +23.2% | -94.0% | -75.1% |
| All | -34.9% | +473.1% | -508.0% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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