-32.0%
QXO vs GLDM
+245.4%
-277.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.4% |
| 7D | -3.9% | +0.2% | -4.0% | -3.9% |
| 30D | -17.4% | +0.3% | -17.6% | -17.4% |
| 3M | -22.5% | +3.3% | -25.8% | -23.4% |
| 6M | -41.4% | -14.5% | -26.9% | -38.2% |
| YTD | -34.1% | +1.9% | -36.1% | -34.0% |
| 1Y | -40.8% | +21.1% | -61.9% | -43.7% |
| 3Y | -43.9% | +128.6% | -172.5% | -59.0% |
| 5Y | -69.6% | +143.8% | -213.4% | -78.8% |
| All | -32.0% | +245.4% | -277.4% | -60.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling