+126.1%
GLD vs ORLY
+34.6%
+91.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +0.1% | -1.0% | +1.2% | +0.2% |
| 30D | +0.2% | -6.7% | +6.9% | +0.5% |
| 3M | +3.2% | -3.8% | +7.0% | +3.4% |
| 6M | -14.6% | -9.0% | -5.6% | -14.2% |
| YTD | +1.8% | -5.6% | +7.4% | +2.3% |
| 1Y | +20.7% | -19.5% | +40.2% | +21.4% |
| All | +126.1% | +34.6% | +91.5% | +128.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling