+812.0%
GIS vs ODFL
+32,863.2%
-32,051.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.6% |
| 7D | -8.3% | +0.2% | -8.4% | -8.3% |
| 30D | +2.2% | -13.4% | +15.6% | +2.7% |
| 3M | +15.7% | -24.2% | +39.9% | +16.9% |
| 6M | -12.0% | -3.3% | -8.7% | -11.9% |
| YTD | -15.0% | +19.8% | -34.7% | -15.7% |
| 1Y | -20.1% | +24.5% | -44.6% | -21.0% |
| 3Y | -34.6% | -9.6% | -25.0% | -34.8% |
| 5Y | -22.8% | +28.0% | -50.9% | -24.5% |
| 10Y | -18.5% | +735.3% | -753.7% | -25.7% |
| All | +812.0% | +32,863.2% | -32,051.2% | +665.9% |
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 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