+106.7%
ORLY vs GFS
-2.1%
+108.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | -1.0% | +4.5% | -5.5% | -1.3% |
| 30D | -6.7% | -8.2% | +1.5% | -6.3% |
| 3M | -3.8% | -38.9% | +35.0% | -1.6% |
| 6M | -9.0% | -2.9% | -6.1% | -10.4% |
| YTD | -5.6% | +31.8% | -37.4% | -9.3% |
| 1Y | -19.5% | +43.1% | -62.6% | -23.3% |
| 3Y | +34.7% | -20.6% | +55.4% | +32.9% |
| All | +106.7% | -2.1% | +108.8% | +98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling