+100.4%
GD vs ODFL
+0.6%
+99.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | +1.9% | +0.6% | +1.2% | +1.8% |
| 30D | +9.2% | -6.3% | +15.5% | +10.3% |
| 3M | -7.5% | -19.1% | +11.7% | -4.2% |
| 6M | +5.8% | -9.9% | +15.7% | +7.1% |
| YTD | +9.8% | +9.9% | -0.1% | +6.0% |
| 1Y | +5.8% | +24.4% | -18.6% | -0.5% |
| 3Y | +58.0% | -11.0% | +69.0% | +55.5% |
| 5Y | +100.4% | -1.4% | +101.8% | +88.6% |
| All | +100.4% | +0.6% | +99.8% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling