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  • ORLY vs GPC✓SelectedUSD · GPCORLY vs GPC performance historyLatest closeAs of+0.58%09/04
Stock and ETF performance explorer

ORLY vs GPC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+54,688.5%
GPC return
+1,665.4%
Excess return
+53,023.1%
Maximum drawdown
-65.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGPCExcessAlpha
1D+0.6%+1.1%-0.5%0.0%
7D-0.7%+1.2%-1.9%-1.3%
30D-5.9%+6.0%-11.9%-8.8%
3M-0.6%+42.6%-43.2%-18.3%
6M-6.8%+22.8%-29.5%-17.3%
YTD-3.6%+15.5%-19.1%-12.6%
1Y-16.3%+2.0%-18.4%-19.2%
3Y+39.1%-1.4%+40.6%+30.9%
5Y+125.4%+30.6%+94.8%+80.3%
10Y+366.5%+80.6%+285.9%+201.1%
All+54,688.5%+1,665.4%+53,023.1%+14,976.9%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling