-25.0%
QXO vs GLDM
+2.8%
-27.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +3.7% | +4.4% | +5.3% |
| 7D | +16.6% | -0.3% | +16.8% | +16.8% |
| 30D | +6.6% | -1.9% | +8.4% | +8.1% |
| 3M | -17.5% | -0.4% | -17.1% | -17.3% |
| 6M | -33.8% | -10.1% | -23.7% | -28.4% |
| YTD | -34.4% | -5.8% | -28.5% | -36.2% |
| 1Y | -25.0% | +3.1% | -28.1% | -33.2% |
| All | -25.0% | +2.8% | -27.7% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 1y: compounded portfolio wealth divided by compounded GLDM 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…
1y analysis · Full analysis span regression · 6 months rolling