+34.5%
QXO vs GNRC
+448.8%
-414.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.8% | -0.5% |
| 7D | -7.8% | -0.2% | -7.6% | -7.7% |
| 30D | -18.1% | -15.7% | -2.4% | -14.8% |
| 3M | -25.8% | -27.3% | +1.6% | -20.2% |
| 6M | -41.7% | -12.1% | -29.7% | -40.1% |
| YTD | -36.2% | +37.1% | -73.3% | -40.0% |
| 1Y | -42.1% | -0.5% | -41.6% | -42.3% |
| 3Y | -46.2% | +61.5% | -107.7% | -52.1% |
| 5Y | -70.7% | -58.6% | -12.2% | -67.1% |
| All | +34.5% | +448.8% | -414.4% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling