+106.5%
ORLY vs GTLB
-50.8%
+157.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +2.0% | +0.3% |
| 7D | -1.0% | -6.6% | +5.6% | -0.8% |
| 30D | -6.7% | +13.7% | -20.4% | -7.0% |
| 3M | -3.8% | +52.9% | -56.7% | -5.0% |
| 6M | -9.0% | +88.5% | -97.5% | -10.9% |
| YTD | -5.6% | +23.4% | -29.1% | -6.4% |
| 1Y | -19.5% | -3.8% | -15.7% | -19.7% |
| 3Y | +34.7% | -11.5% | +46.2% | +33.2% |
| All | +106.5% | -50.8% | +157.4% | +100.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling