+36.6%
ORLY vs GAP
+109.5%
-72.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | +0.3% |
| 7D | -2.4% | -4.1% | +1.7% | -2.3% |
| 30D | -6.8% | +6.2% | -13.0% | -6.9% |
| 3M | -4.8% | -0.7% | -4.1% | -4.8% |
| 6M | -9.1% | -7.1% | -2.0% | -9.0% |
| YTD | -5.9% | -14.1% | +8.2% | -5.8% |
| 1Y | -20.4% | -8.5% | -11.9% | -20.3% |
| 3Y | +36.6% | +115.4% | -78.8% | +37.2% |
| All | +36.6% | +109.5% | -72.9% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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