+851.8%
GLW vs ORLY
+363.8%
+488.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | +7.8% | -2.4% | +10.2% | +8.6% |
| 30D | -0.4% | -6.8% | +6.3% | +1.7% |
| 3M | -5.6% | -4.8% | -0.8% | -4.8% |
| 6M | +26.7% | -9.1% | +35.8% | +29.3% |
| YTD | +91.0% | -5.9% | +97.0% | +91.9% |
| 1Y | +122.4% | -20.4% | +142.8% | +136.7% |
| 3Y | +471.0% | +36.6% | +434.4% | +380.2% |
| 5Y | +385.6% | +117.3% | +268.3% | +226.2% |
| All | +851.8% | +363.8% | +488.1% | +403.5% |
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