-24.3%
QXO vs GLXY
+7.0%
-31.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.0% | +2.9% | -2.6% |
| 7D | -3.9% | +4.5% | -8.4% | -4.8% |
| 30D | -17.4% | +28.8% | -46.2% | -22.1% |
| 3M | -22.5% | -23.0% | +0.5% | -19.0% |
| 6M | -41.4% | +17.0% | -58.4% | -44.8% |
| YTD | -34.1% | +12.5% | -46.6% | -39.5% |
| 1Y | -40.8% | -5.4% | -35.4% | -43.8% |
| All | -24.3% | +7.0% | -31.3% | -30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling