-24.8%
GIS vs ODFL
+24.1%
-48.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -6.4% | -3.3% | -3.1% | -6.0% |
| 30D | -6.1% | -15.3% | +9.2% | -4.5% |
| 3M | +7.8% | -27.3% | +35.2% | +11.2% |
| 6M | -8.8% | -4.5% | -4.3% | -8.3% |
| YTD | -19.1% | +15.1% | -34.3% | -19.4% |
| 1Y | -24.8% | +21.1% | -45.8% | -25.8% |
| All | -24.8% | +24.1% | -48.9% | -25.8% |
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