+150.7%
GDX vs ODFL
+0.3%
+150.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.5% |
| 7D | -6.8% | +5.8% | -12.6% | -7.5% |
| 30D | -2.1% | -5.3% | +3.2% | -1.5% |
| 3M | -7.5% | -19.0% | +11.5% | -5.1% |
| 6M | -15.2% | -7.5% | -7.7% | -14.7% |
| YTD | -4.8% | +11.8% | -16.6% | -6.5% |
| 1Y | +6.7% | +29.7% | -22.9% | +3.0% |
| 3Y | +212.7% | -9.1% | +221.9% | +208.4% |
| All | +150.7% | +0.3% | +150.4% | +126.5% |
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