-25.0%
QXO vs GME
+15.0%
-39.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +3.6% | +4.5% | +7.6% |
| 7D | +16.6% | +7.8% | +8.8% | +15.5% |
| 30D | +6.6% | -0.4% | +7.0% | +6.7% |
| 3M | -17.5% | +30.9% | -48.3% | -20.1% |
| 6M | -33.8% | +5.5% | -39.2% | -33.7% |
| YTD | -34.4% | +25.2% | -59.6% | -39.5% |
| 1Y | -25.0% | +14.4% | -39.3% | -30.5% |
| All | -25.0% | +15.0% | -39.9% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 1y: compounded portfolio wealth divided by compounded GME 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…
1y analysis · Full analysis span regression · 6 months rolling