+34.5%
QXO vs GWRE
+131.0%
-96.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -7.8% | -13.2% | +5.4% | -5.9% |
| 30D | -18.1% | -18.6% | +0.5% | -16.1% |
| 3M | -25.8% | +18.9% | -44.7% | -28.5% |
| 6M | -41.7% | -11.0% | -30.8% | -41.8% |
| YTD | -36.2% | -29.9% | -6.3% | -33.8% |
| 1Y | -42.1% | -44.3% | +2.2% | -37.3% |
| 3Y | -46.2% | +51.7% | -97.8% | -52.5% |
| 5Y | -70.7% | +15.4% | -86.2% | -73.1% |
| All | +34.5% | +131.0% | -96.5% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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