+53,560.1%
ORLY vs GSK
+1,023.7%
+52,536.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -1.0% | -3.6% | +2.6% | 0.0% |
| 30D | -6.7% | -5.9% | -0.7% | -5.1% |
| 3M | -3.8% | -4.3% | +0.4% | -2.7% |
| 6M | -9.0% | -10.8% | +1.8% | -6.2% |
| YTD | -5.6% | +1.8% | -7.4% | -6.7% |
| 1Y | -19.5% | +23.5% | -43.0% | -25.0% |
| 3Y | +34.7% | +49.5% | -14.8% | +16.7% |
| 5Y | +118.0% | +49.7% | +68.4% | +86.0% |
| 10Y | +364.1% | +81.9% | +282.2% | +272.1% |
| All | +53,560.1% | +1,023.7% | +52,536.4% | +34,096.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling