-5.4%
QXO vs GPC
+221.6%
-227.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.4% |
| 7D | -3.9% | -0.6% | -3.2% | -3.7% |
| 30D | -17.4% | +1.3% | -18.7% | -17.7% |
| 3M | -22.5% | +37.1% | -59.6% | -30.2% |
| 6M | -41.4% | +23.2% | -64.6% | -45.3% |
| YTD | -34.1% | +13.1% | -47.2% | -37.1% |
| 1Y | -40.8% | +0.9% | -41.7% | -41.5% |
| 3Y | -43.9% | -0.8% | -43.1% | -47.4% |
| 5Y | -69.6% | +31.1% | -100.7% | -73.5% |
| 10Y | +41.0% | +87.4% | -46.4% | +6.8% |
| All | -5.4% | +221.6% | -227.0% | -49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling