+105.9%
ORLY vs GTLB
-50.1%
+156.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.4% |
| 7D | -2.4% | -5.7% | +3.3% | -2.2% |
| 30D | -6.8% | +15.1% | -21.9% | -7.2% |
| 3M | -4.8% | +65.5% | -70.2% | -6.2% |
| 6M | -9.1% | +102.9% | -112.0% | -11.1% |
| YTD | -5.9% | +25.2% | -31.1% | -6.8% |
| 1Y | -20.4% | -5.5% | -14.9% | -20.6% |
| 3Y | +36.6% | -10.9% | +47.5% | +35.0% |
| All | +105.9% | -50.1% | +156.1% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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