+37.0%
ORLY vs GPC
-1.1%
+38.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | -1.0% | -0.6% | -0.4% | -0.8% |
| 30D | -6.7% | +1.3% | -8.0% | -7.0% |
| 3M | -3.8% | +37.1% | -40.9% | -12.9% |
| 6M | -9.0% | +23.2% | -32.2% | -15.0% |
| YTD | -5.6% | +13.1% | -18.7% | -10.0% |
| 1Y | -19.5% | +0.9% | -20.4% | -20.6% |
| All | +37.0% | -1.1% | +38.1% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling