-26.8%
QXO vs GLXY
+2.7%
-29.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -2.4% |
| 7D | -8.7% | -8.9% | +0.3% | -6.8% |
| 30D | -21.0% | +19.9% | -40.8% | -24.3% |
| 3M | -18.4% | -20.0% | +1.6% | -15.5% |
| 6M | -43.0% | +10.5% | -53.6% | -45.7% |
| YTD | -36.3% | +7.9% | -44.2% | -40.9% |
| 1Y | -42.8% | -7.5% | -35.3% | -45.4% |
| All | -26.8% | +2.7% | -29.5% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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