+119.2%
ORLY vs GSK
+47.2%
+72.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -2.4% | -3.5% | +1.2% | -1.7% |
| 30D | -6.8% | -3.4% | -3.3% | -6.2% |
| 3M | -4.8% | -8.1% | +3.4% | -3.3% |
| 6M | -9.1% | -11.1% | +2.1% | -7.3% |
| YTD | -5.9% | +0.7% | -6.6% | -6.3% |
| 1Y | -20.4% | +20.1% | -40.5% | -23.3% |
| 3Y | +36.6% | +46.1% | -9.5% | +25.8% |
| All | +119.2% | +47.2% | +72.0% | +106.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling