+53.9%
GD vs ODFL
-14.3%
+68.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.1% |
| 7D | -5.0% | -4.4% | -0.5% | -4.3% |
| 30D | +8.9% | -6.1% | +15.0% | +9.9% |
| 3M | -8.0% | -21.9% | +13.8% | -4.6% |
| 6M | +2.9% | -17.6% | +20.5% | +5.6% |
| YTD | +7.1% | +5.6% | +1.4% | +3.6% |
| 1Y | +5.9% | +20.5% | -14.6% | -0.2% |
| 3Y | +53.9% | -14.8% | +68.7% | +53.3% |
| All | +53.9% | -14.3% | +68.2% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 3y: compounded portfolio wealth divided by compounded ODFL 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…
3y analysis · Full analysis span regression · 6 months rolling