+24.5%
GLD vs ODFL
+28.2%
-3.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.5% | -6.3% | +5.8% | -0.1% |
| 30D | +4.4% | -13.6% | +18.0% | +5.3% |
| 3M | -1.1% | -24.2% | +23.1% | +0.7% |
| 6M | -13.8% | -13.8% | 0.0% | -13.3% |
| YTD | +2.6% | +19.0% | -16.4% | +3.4% |
| 1Y | +24.5% | +25.7% | -1.2% | +25.9% |
| All | +24.5% | +28.2% | -3.6% | +25.9% |
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 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