+198.8%
GS vs ODFL
-10.6%
+209.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | +5.1% | +0.6% | +4.5% | +4.9% |
| 30D | +2.4% | -6.3% | +8.7% | +4.4% |
| 3M | -11.5% | -19.1% | +7.6% | -5.6% |
| 6M | -2.5% | -9.9% | +7.4% | -0.4% |
| YTD | +5.5% | +9.9% | -4.5% | -0.4% |
| 1Y | +11.0% | +24.4% | -13.4% | +0.1% |
| All | +198.8% | -10.6% | +209.4% | +195.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling