-8.6%
QXO vs GME
+451.5%
-460.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.5% | -5.8% | -3.5% |
| 7D | -8.7% | +6.0% | -14.7% | -9.2% |
| 30D | -21.0% | +8.3% | -29.3% | -21.5% |
| 3M | -18.4% | -9.1% | -9.3% | -17.9% |
| 6M | -43.0% | -16.3% | -26.7% | -42.3% |
| YTD | -36.3% | +1.5% | -37.8% | -36.6% |
| 1Y | -42.8% | -16.3% | -26.5% | -42.2% |
| 3Y | -45.8% | +15.1% | -60.9% | -48.6% |
| 5Y | -70.8% | -57.2% | -13.6% | -72.0% |
| 10Y | +36.3% | +274.5% | -238.2% | -8.5% |
| All | -8.6% | +451.5% | -460.1% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling