-46.2%
QXO vs GME
+18.5%
-64.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.6% | -0.8% |
| 7D | -7.8% | +10.4% | -18.2% | -10.4% |
| 30D | -18.1% | +14.1% | -32.2% | -21.1% |
| 3M | -25.8% | -4.6% | -21.1% | -25.3% |
| 6M | -41.7% | -13.5% | -28.2% | -40.0% |
| YTD | -36.2% | +5.3% | -41.5% | -38.2% |
| 1Y | -42.1% | -14.9% | -27.2% | -40.7% |
| 3Y | -46.2% | +24.3% | -70.4% | -64.8% |
| All | -46.2% | +18.5% | -64.6% | -64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling