+296.0%
GDX vs ODFL
+742.1%
-446.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -2.2% | -3.3% | +1.1% | -1.8% |
| 30D | +6.8% | -15.3% | +22.0% | +8.6% |
| 3M | +24.9% | -27.3% | +52.3% | +29.1% |
| 6M | -4.2% | -4.5% | +0.3% | -3.9% |
| YTD | +13.2% | +15.1% | -1.9% | +11.3% |
| 1Y | +40.2% | +21.1% | +19.1% | +37.0% |
| 3Y | +249.6% | -14.1% | +263.7% | +249.1% |
| 5Y | +230.4% | +26.6% | +203.8% | +209.8% |
| All | +296.0% | +742.1% | -446.1% | +320.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling