+554.2%
GLW vs ODFL
+548.9%
+5.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.1% |
| 7D | +15.5% | +0.6% | +14.9% | +15.3% |
| 30D | -19.6% | -6.3% | -13.3% | -17.6% |
| 3M | -28.5% | -19.1% | -9.4% | -22.5% |
| 6M | -39.5% | -9.9% | -29.6% | -37.7% |
| YTD | +37.2% | +9.9% | +27.3% | +28.4% |
| 1Y | +35.4% | +24.4% | +11.0% | +20.0% |
| 3Y | +359.7% | -11.0% | +370.7% | +341.3% |
| 5Y | +244.0% | -1.4% | +245.4% | +197.7% |
| All | +554.2% | +548.9% | +5.3% | +99.8% |
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