+279.2%
ORLY vs GH
+467.1%
-187.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | -2.4% | -2.5% | +0.1% | -2.2% |
| 30D | -6.8% | -4.7% | -2.1% | -6.6% |
| 3M | -4.8% | +20.2% | -25.0% | -5.9% |
| 6M | -9.1% | +78.8% | -87.9% | -12.4% |
| YTD | -5.9% | +54.1% | -60.0% | -8.7% |
| 1Y | -20.4% | +177.1% | -197.5% | -25.6% |
| 3Y | +36.6% | +371.6% | -335.0% | +20.6% |
| 5Y | +117.3% | +21.9% | +95.4% | +105.6% |
| All | +279.2% | +467.1% | -187.9% | +218.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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