-29.4%
QXO vs GTLB
+4.3%
-33.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -6.5% | -1.6% | -7.9% |
| 7D | +2.3% | -13.5% | +15.8% | +2.6% |
| 30D | -3.9% | -5.1% | +1.2% | -3.8% |
| 3M | -26.8% | +35.5% | -62.3% | -27.2% |
| 6M | -38.3% | +97.2% | -135.5% | -38.8% |
| YTD | -39.7% | +30.5% | -70.2% | -31.9% |
| 1Y | -29.4% | +6.9% | -36.3% | -17.0% |
| All | -29.4% | +4.3% | -33.7% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling