+361.0%
ORLY vs GIS
-19.5%
+380.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -2.4% | -6.4% | +4.0% | -0.3% |
| 30D | -6.8% | -6.1% | -0.7% | -5.0% |
| 3M | -4.8% | +7.8% | -12.6% | -7.3% |
| 6M | -9.1% | -8.8% | -0.3% | -6.8% |
| YTD | -5.9% | -19.1% | +13.2% | -0.2% |
| 1Y | -20.4% | -24.8% | +4.4% | -13.7% |
| 3Y | +36.6% | -37.6% | +74.1% | +55.2% |
| 5Y | +117.3% | -25.4% | +142.7% | +129.6% |
| All | +361.0% | -19.5% | +380.5% | +382.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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