+34.5%
QXO vs GPN
+28.5%
+5.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -7.8% | -4.3% | -3.5% | -6.8% |
| 30D | -18.1% | 0.0% | -18.1% | -18.2% |
| 3M | -25.8% | +35.8% | -61.6% | -31.5% |
| 6M | -41.7% | +22.0% | -63.7% | -44.9% |
| YTD | -36.2% | +15.2% | -51.4% | -39.1% |
| 1Y | -42.1% | +3.5% | -45.6% | -43.4% |
| 3Y | -46.2% | -26.9% | -19.2% | -44.3% |
| 5Y | -70.7% | -44.2% | -26.5% | -68.8% |
| All | +34.5% | +28.5% | +5.9% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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