-67.0%
QXO vs GTLB
-50.1%
-16.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.2% |
| 7D | -7.8% | -5.7% | -2.1% | -7.1% |
| 30D | -18.1% | +15.1% | -33.2% | -19.7% |
| 3M | -25.8% | +65.5% | -91.2% | -30.9% |
| 6M | -41.7% | +102.9% | -144.6% | -47.8% |
| YTD | -36.2% | +25.2% | -61.4% | -38.9% |
| 1Y | -42.1% | -5.5% | -36.6% | -42.5% |
| 3Y | -46.2% | -10.9% | -35.3% | -46.6% |
| All | -67.0% | -50.1% | -16.9% | -67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling