-18.0%
GIS vs ODFL
+28.2%
-46.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.5% | -2.5% |
| 7D | -7.8% | -6.3% | -1.6% | -7.2% |
| 30D | +6.6% | -13.6% | +20.2% | +8.2% |
| 3M | +21.0% | -24.2% | +45.1% | +24.3% |
| 6M | -9.1% | -13.8% | +4.7% | -8.3% |
| YTD | -13.6% | +19.0% | -32.7% | -14.4% |
| 1Y | -18.0% | +25.7% | -43.7% | -18.6% |
| All | -18.0% | +28.2% | -46.2% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling