+112.5%
ORLY vs FGI
-66.3%
+178.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.2% | -5.1% | +1.1% |
| 7D | +0.1% | +13.5% | -13.4% | +0.1% |
| 30D | +6.4% | +17.1% | -10.7% | +6.4% |
| 3M | -0.5% | +78.0% | -78.5% | -0.8% |
| 6M | -0.3% | +46.4% | -46.7% | -0.5% |
| YTD | +0.4% | +47.7% | -47.3% | +0.3% |
| 1Y | -6.7% | +56.8% | -63.5% | -6.8% |
| 3Y | +39.3% | +12.3% | +27.0% | +39.5% |
| All | +112.5% | -66.3% | +178.8% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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