+106.0%
ORLY vs GFS
0.0%
+106.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | +0.2% |
| 7D | -2.4% | +3.8% | -6.2% | -2.5% |
| 30D | -6.8% | -11.7% | +4.9% | -6.2% |
| 3M | -4.8% | -41.8% | +37.0% | -2.2% |
| 6M | -9.1% | +6.6% | -15.7% | -11.0% |
| YTD | -5.9% | +34.6% | -40.6% | -9.7% |
| 1Y | -20.4% | +46.2% | -66.6% | -24.2% |
| 3Y | +36.6% | -20.3% | +56.9% | +34.9% |
| All | +106.0% | 0.0% | +106.0% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 5y: compounded portfolio wealth divided by compounded GFS 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…
5y analysis · Full analysis span regression · 6 months rolling