+816.6%
GLD vs ODFL
+6,305.1%
-5,488.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.5% | -6.3% | +5.8% | -0.5% |
| 30D | +4.4% | -13.6% | +18.0% | +4.5% |
| 3M | -1.1% | -24.2% | +23.1% | -1.0% |
| 6M | -13.8% | -13.8% | 0.0% | -13.7% |
| YTD | +2.6% | +19.0% | -16.4% | +2.6% |
| 1Y | +24.5% | +25.7% | -1.2% | +24.5% |
| 3Y | +125.8% | -13.1% | +139.0% | +125.9% |
| 5Y | +137.8% | +26.7% | +111.1% | +137.6% |
| 10Y | +221.4% | +721.5% | -500.1% | +225.7% |
| All | +816.6% | +6,305.1% | -5,488.6% | +844.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling