+361.0%
ORLY vs GWRE
+131.0%
+230.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -2.4% | -13.2% | +10.9% | -0.4% |
| 30D | -6.8% | -18.6% | +11.8% | -4.5% |
| 3M | -4.8% | +18.9% | -23.7% | -8.3% |
| 6M | -9.1% | -11.0% | +1.9% | -9.4% |
| YTD | -5.9% | -29.9% | +24.0% | -2.9% |
| 1Y | -20.4% | -44.3% | +23.9% | -14.7% |
| 3Y | +36.6% | +51.7% | -15.1% | +17.1% |
| 5Y | +117.3% | +15.4% | +101.9% | +95.5% |
| All | +361.0% | +131.0% | +230.0% | +258.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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