+361.0%
ORLY vs GSK
+80.1%
+281.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -2.4% | -3.5% | +1.2% | -1.1% |
| 30D | -6.8% | -3.4% | -3.3% | -5.7% |
| 3M | -4.8% | -8.1% | +3.4% | -2.1% |
| 6M | -9.1% | -11.1% | +2.1% | -5.6% |
| YTD | -5.9% | +0.7% | -6.6% | -7.0% |
| 1Y | -20.4% | +20.1% | -40.5% | -26.5% |
| 3Y | +36.6% | +46.1% | -9.5% | +14.0% |
| 5Y | +117.3% | +48.2% | +69.1% | +74.5% |
| All | +361.0% | +80.1% | +281.0% | +231.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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