-42.0%
QXO vs GLDM
+105.4%
-147.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | +9.1% | -2.0% | +11.0% | +9.4% |
| 30D | +29.8% | -4.4% | +34.2% | +30.4% |
| 3M | -11.2% | -8.8% | -2.3% | -10.4% |
| 6M | -25.1% | -15.9% | -9.2% | -25.4% |
| YTD | -28.4% | -7.7% | -20.7% | -22.9% |
| 1Y | -27.4% | -3.6% | -23.8% | -19.1% |
| All | -42.0% | +105.4% | -147.4% | +1,220.6% |
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