+119.2%
ORLY vs GNRC
-58.7%
+177.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.6% | +0.2% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -6.8% | -15.7% | +9.0% | -5.8% |
| 3M | -4.8% | -27.3% | +22.6% | -3.1% |
| 6M | -9.1% | -12.1% | +3.0% | -9.2% |
| YTD | -5.9% | +37.1% | -43.0% | -9.7% |
| 1Y | -20.4% | -0.5% | -19.9% | -21.8% |
| 3Y | +36.6% | +61.5% | -24.9% | +26.2% |
| All | +119.2% | -58.7% | +177.9% | +123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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