+3,157.3%
ORLY vs GNRC
+2,082.9%
+1,074.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.6% | 0.0% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | -6.8% | -15.7% | +9.0% | -4.7% |
| 3M | -4.8% | -27.3% | +22.6% | -1.2% |
| 6M | -9.1% | -12.1% | +3.0% | -8.9% |
| YTD | -5.9% | +37.1% | -43.0% | -12.1% |
| 1Y | -20.4% | -0.5% | -19.9% | -22.5% |
| 3Y | +36.6% | +61.5% | -24.9% | +20.0% |
| 5Y | +117.3% | -58.6% | +175.9% | +129.0% |
| 10Y | +362.7% | +446.3% | -83.6% | +198.6% |
| All | +3,157.3% | +2,082.9% | +1,074.4% | +1,522.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling