+218.6%
GLD vs ODFL
+752.3%
-533.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.0% |
| 7D | +0.1% | -3.0% | +3.2% | +0.2% |
| 30D | +0.2% | -14.3% | +14.5% | +0.5% |
| 3M | +3.2% | -26.7% | +29.9% | +3.9% |
| 6M | -14.6% | -7.5% | -7.2% | -14.5% |
| YTD | +1.8% | +16.5% | -14.8% | +1.6% |
| 1Y | +20.7% | +23.5% | -2.8% | +20.3% |
| 3Y | +126.5% | -12.1% | +138.6% | +126.6% |
| 5Y | +140.0% | +28.9% | +111.1% | +136.9% |
| All | +218.6% | +752.3% | -533.7% | +246.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling