+18.2%
GLD vs ODFL
+23.6%
-5.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.7% |
| 7D | -3.4% | -2.8% | -0.6% | -3.2% |
| 30D | -1.1% | -13.7% | +12.5% | -0.2% |
| 3M | +5.8% | -23.4% | +29.2% | +7.5% |
| 6M | -17.1% | -7.2% | -9.9% | -16.5% |
| YTD | 0.0% | +15.6% | -15.6% | +1.0% |
| 1Y | +18.2% | +24.2% | -5.9% | +20.0% |
| All | +18.2% | +23.6% | -5.3% | +20.0% |
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 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