+214.2%
GDX vs ODFL
+4,005.5%
-3,791.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -0.4% | -6.3% | +5.9% | +0.5% |
| 30D | +18.6% | -13.6% | +32.2% | +21.1% |
| 3M | +14.9% | -24.2% | +39.1% | +19.4% |
| 6M | -6.3% | -13.8% | +7.5% | -4.6% |
| YTD | +15.7% | +19.0% | -3.3% | +12.2% |
| 1Y | +54.8% | +25.7% | +29.2% | +48.6% |
| 3Y | +253.4% | -13.1% | +266.6% | +250.9% |
| 5Y | +219.7% | +26.7% | +193.0% | +193.9% |
| 10Y | +300.2% | +721.5% | -421.3% | +167.9% |
| All | +214.2% | +4,005.5% | -3,791.4% | +39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling