+361.0%
ORLY vs GFI
+1,093.3%
-732.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | -2.4% | -2.7% | +0.3% | -2.3% |
| 30D | -6.8% | +13.2% | -20.0% | -7.2% |
| 3M | -4.8% | +28.5% | -33.2% | -5.7% |
| 6M | -9.1% | -6.2% | -2.9% | -9.1% |
| YTD | -5.9% | +8.7% | -14.6% | -6.5% |
| 1Y | -20.4% | +24.8% | -45.3% | -21.5% |
| 3Y | +36.6% | +298.0% | -261.4% | +28.8% |
| 5Y | +117.3% | +546.0% | -428.7% | +99.8% |
| All | +361.0% | +1,093.3% | -732.3% | +341.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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