+53,560.1%
ORLY vs GAP
+869.5%
+52,690.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +1.0% |
| 7D | -1.0% | -3.2% | +2.1% | -0.5% |
| 30D | -6.7% | -0.7% | -6.0% | -6.8% |
| 3M | -3.8% | -0.5% | -3.3% | -4.2% |
| 6M | -9.0% | -5.0% | -4.0% | -9.1% |
| YTD | -5.6% | -14.7% | +9.0% | -4.4% |
| 1Y | -19.5% | -8.6% | -10.8% | -19.9% |
| 3Y | +34.7% | +108.4% | -73.6% | +6.1% |
| 5Y | +118.0% | +5.8% | +112.3% | +85.4% |
| 10Y | +364.1% | +29.6% | +334.5% | +229.6% |
| All | +53,560.1% | +869.5% | +52,690.7% | +31,471.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling