+206.1%
GLD vs ORLY
+425.5%
-219.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -4.6% | +2.6% | -7.1% | -4.6% |
| 30D | -5.5% | +6.3% | -11.8% | -5.6% |
| 3M | -10.9% | -0.4% | -10.5% | -10.9% |
| 6M | -17.4% | +2.8% | -20.2% | -17.5% |
| YTD | -10.3% | +1.1% | -11.4% | -10.3% |
| 1Y | -7.2% | -6.3% | -0.9% | -7.1% |
| 3Y | +96.9% | +38.9% | +58.1% | +95.5% |
| 5Y | +103.8% | +113.1% | -9.3% | +100.5% |
| All | +206.1% | +425.5% | -219.3% | +195.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling