+214.8%
GDX vs ORLY
+3,909.9%
-3,695.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +1.9% | -1.0% | +2.9% | +2.0% |
| 30D | +9.9% | -6.7% | +16.6% | +11.0% |
| 3M | +28.2% | -3.8% | +32.0% | +28.6% |
| 6M | -2.9% | -9.0% | +6.1% | -1.8% |
| YTD | +16.0% | -5.6% | +21.6% | +16.6% |
| 1Y | +49.9% | -19.5% | +69.4% | +54.3% |
| 3Y | +263.6% | +34.7% | +228.8% | +243.7% |
| 5Y | +233.6% | +118.0% | +115.5% | +190.2% |
| 10Y | +315.3% | +364.1% | -48.8% | +212.2% |
| All | +214.8% | +3,909.9% | -3,695.1% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ORLY.
Daily Out/Under-Performance
Portfolio return minus ORLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORLY 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 all: compounded portfolio wealth divided by compounded ORLY 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…
all analysis · Full analysis span regression · 6 months rolling