+361.0%
ORLY vs GPN
+28.5%
+332.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.4% | -4.3% | +2.0% | -1.3% |
| 30D | -6.8% | 0.0% | -6.8% | -6.9% |
| 3M | -4.8% | +35.8% | -40.6% | -12.2% |
| 6M | -9.1% | +22.0% | -31.1% | -14.3% |
| YTD | -5.9% | +15.2% | -21.1% | -10.7% |
| 1Y | -20.4% | +3.5% | -23.9% | -22.6% |
| 3Y | +36.6% | -26.9% | +63.5% | +42.4% |
| 5Y | +117.3% | -44.2% | +161.5% | +140.3% |
| All | +361.0% | +28.5% | +332.5% | +305.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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