+34.5%
QXO vs GSK
+80.1%
-45.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -7.8% | -3.5% | -4.3% | -7.3% |
| 30D | -18.1% | -3.4% | -14.6% | -17.6% |
| 3M | -25.8% | -8.1% | -17.6% | -24.8% |
| 6M | -41.7% | -11.1% | -30.6% | -40.6% |
| YTD | -36.2% | +0.7% | -36.9% | -36.0% |
| 1Y | -42.1% | +20.1% | -62.2% | -43.1% |
| 3Y | -46.2% | +46.1% | -92.3% | -48.9% |
| 5Y | -70.7% | +48.2% | -119.0% | -72.7% |
| All | +34.5% | +80.1% | -45.6% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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