+55,935.2%
ORLY vs GD
+8,188.7%
+47,746.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | +2.0% | -5.0% | +7.0% | +3.7% |
| 30D | +6.2% | +8.9% | -2.7% | +3.1% |
| 3M | -3.7% | -8.0% | +4.3% | -1.2% |
| 6M | -5.2% | +2.9% | -8.1% | -6.5% |
| YTD | -1.4% | +7.1% | -8.5% | -4.4% |
| 1Y | -5.4% | +5.9% | -11.3% | -7.9% |
| 3Y | +41.0% | +53.9% | -12.8% | +19.9% |
| 5Y | +111.3% | +95.4% | +15.9% | +64.6% |
| 10Y | +416.2% | +193.5% | +222.7% | +243.5% |
| All | +55,935.2% | +8,188.7% | +47,746.5% | +17,645.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling