+1,919.2%
GLW vs ODFL
+30,157.5%
-28,238.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | +15.5% | +0.6% | +14.9% | +15.5% |
| 30D | -19.6% | -6.3% | -13.3% | -18.7% |
| 3M | -28.5% | -19.1% | -9.4% | -26.0% |
| 6M | -39.5% | -9.9% | -29.6% | -38.7% |
| YTD | +37.2% | +9.9% | +27.3% | +34.2% |
| 1Y | +35.4% | +24.4% | +11.0% | +29.6% |
| 3Y | +359.7% | -11.0% | +370.7% | +357.3% |
| 5Y | +244.0% | -1.4% | +245.4% | +232.8% |
| 10Y | +556.7% | +555.3% | +1.4% | +384.1% |
| All | +1,919.2% | +30,157.5% | -28,238.4% | +924.6% |
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