+356.9%
ORLY vs GD
+189.7%
+167.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.0% |
| 7D | -2.3% | -3.5% | +1.1% | -0.9% |
| 30D | -8.2% | -9.0% | +0.9% | -4.5% |
| 3M | -3.5% | +5.1% | -8.6% | -5.8% |
| 6M | -9.2% | -1.0% | -8.2% | -9.3% |
| YTD | -5.8% | +7.3% | -13.1% | -9.3% |
| 1Y | -19.3% | +12.4% | -31.7% | -24.0% |
| 3Y | +34.4% | +73.7% | -39.3% | +2.5% |
| 5Y | +117.8% | +93.8% | +24.1% | +56.2% |
| 10Y | +356.9% | +190.6% | +166.4% | +142.9% |
| All | +356.9% | +189.7% | +167.2% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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