+109.1%
GLD vs ODFL
-11.6%
+120.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | +1.8% |
| 7D | +4.9% | -3.0% | +8.0% | +5.0% |
| 30D | -1.3% | -6.1% | +4.8% | -1.2% |
| 3M | -4.8% | -20.9% | +16.1% | -4.4% |
| 6M | -12.5% | -13.6% | +1.1% | -12.2% |
| YTD | -4.2% | +9.4% | -13.7% | -3.7% |
| 1Y | +3.0% | +22.9% | -19.9% | +3.7% |
| 3Y | +109.1% | -9.8% | +118.9% | +110.2% |
| All | +109.1% | -11.6% | +120.7% | +110.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling