-70.8%
QXO vs GPC
+29.4%
-100.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | -7.8% | -3.2% | -4.6% | -6.4% |
| 30D | -18.1% | +0.5% | -18.6% | -18.3% |
| 3M | -25.8% | +31.7% | -57.5% | -35.2% |
| 6M | -41.7% | +24.7% | -66.4% | -47.7% |
| YTD | -36.2% | +11.8% | -48.0% | -40.5% |
| 1Y | -42.1% | -3.0% | -39.1% | -42.6% |
| 3Y | -46.2% | -1.1% | -45.0% | -52.8% |
| All | -70.8% | +29.4% | -100.2% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 5y: compounded portfolio wealth divided by compounded GPC 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…
5y analysis · Full analysis span regression · 6 months rolling