+138.9%
GLD vs ODFL
+27.3%
+111.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.7% |
| 7D | +0.7% | +0.2% | +0.6% | +0.7% |
| 30D | +0.3% | -13.4% | +13.7% | +0.7% |
| 3M | +0.6% | -24.2% | +24.8% | +1.3% |
| 6M | -15.6% | -3.3% | -12.3% | -15.5% |
| YTD | +0.9% | +19.8% | -18.9% | +0.6% |
| 1Y | +19.4% | +24.5% | -5.1% | +19.0% |
| 3Y | +124.5% | -9.6% | +134.1% | +124.6% |
| 5Y | +138.9% | +28.0% | +110.9% | +137.2% |
| All | +138.9% | +27.3% | +111.7% | +137.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling