+211.8%
GLD vs ODFL
+565.4%
-353.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.2% |
| 7D | -2.0% | -5.0% | +3.0% | -1.8% |
| 30D | -4.4% | -6.3% | +1.8% | -4.3% |
| 3M | -8.9% | -18.5% | +9.5% | -8.5% |
| 6M | -16.0% | -12.4% | -3.6% | -15.7% |
| YTD | -7.9% | +9.2% | -17.1% | -8.0% |
| 1Y | -3.9% | +23.0% | -26.8% | -4.2% |
| 3Y | +103.4% | -11.6% | +115.0% | +103.4% |
| 5Y | +109.7% | +0.1% | +109.6% | +107.7% |
| 10Y | +211.8% | +550.8% | -339.0% | +229.3% |
| All | +211.8% | +565.4% | -353.6% | +229.3% |
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