+816.6%
GLD vs ORLY
+5,926.7%
-5,110.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | -0.5% | -0.7% | +0.2% | -0.5% |
| 30D | +4.4% | -5.9% | +10.3% | +4.4% |
| 3M | -1.1% | -0.6% | -0.5% | -1.1% |
| 6M | -13.8% | -6.8% | -7.0% | -13.8% |
| YTD | +2.6% | -3.6% | +6.3% | +2.7% |
| 1Y | +24.5% | -16.3% | +40.8% | +24.4% |
| 3Y | +125.8% | +39.1% | +86.7% | +126.9% |
| 5Y | +137.8% | +125.4% | +12.4% | +140.5% |
| 10Y | +221.4% | +366.5% | -145.2% | +230.3% |
| All | +816.6% | +5,926.7% | -5,110.2% | +974.9% |
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