-41.5%
QXO vs GLDM
+126.1%
-167.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.7% |
| 7D | +2.9% | +0.7% | +2.1% | +2.8% |
| 30D | -18.0% | +0.3% | -18.3% | -18.0% |
| 3M | -14.7% | +0.7% | -15.4% | -15.0% |
| 6M | -39.2% | -15.4% | -23.8% | -41.3% |
| YTD | -31.3% | +1.0% | -32.3% | -26.9% |
| 1Y | -39.7% | +19.7% | -59.4% | -25.6% |
| 3Y | -41.5% | +126.5% | -168.0% | +198.2% |
| All | -41.5% | +126.1% | -167.6% | +198.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling