+359.4%
ORLY vs GPC
+87.0%
+272.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | -2.1% | -1.8% | -0.4% | -1.3% |
| 30D | -7.6% | +0.1% | -7.7% | -7.7% |
| 3M | -5.5% | +37.4% | -42.8% | -20.7% |
| 6M | -9.7% | +25.4% | -35.2% | -20.7% |
| YTD | -6.2% | +12.2% | -18.4% | -13.7% |
| 1Y | -18.6% | -0.3% | -18.3% | -20.3% |
| 3Y | +33.8% | -1.6% | +35.4% | +25.9% |
| 5Y | +116.5% | +31.0% | +85.6% | +68.6% |
| All | +359.4% | +87.0% | +272.3% | +175.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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