+642.6%
GS vs ODFL
+732.4%
-89.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | +3.4% | +0.2% | +3.2% | +3.3% |
| 30D | +0.2% | -13.4% | +13.6% | +6.0% |
| 3M | -0.3% | -24.2% | +23.8% | +10.5% |
| 6M | +27.4% | -3.3% | +30.7% | +27.5% |
| YTD | +19.6% | +19.8% | -0.1% | +8.4% |
| 1Y | +42.5% | +24.5% | +17.9% | +26.1% |
| 3Y | +240.4% | -9.6% | +250.1% | +232.5% |
| 5Y | +188.9% | +28.0% | +160.9% | +127.6% |
| 10Y | +642.6% | +735.3% | -92.7% | +101.3% |
| All | +642.6% | +732.4% | -89.8% | +101.3% |
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