+139.3%
GS vs ODFL
-3.3%
+142.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.7% |
| 7D | -3.2% | -4.4% | +1.2% | -1.7% |
| 30D | -2.4% | -6.1% | +3.7% | -0.6% |
| 3M | -15.7% | -21.9% | +6.1% | -9.0% |
| 6M | -6.8% | -17.6% | +10.8% | -1.8% |
| YTD | -0.1% | +5.6% | -5.7% | -4.1% |
| 1Y | +12.1% | +20.5% | -8.4% | +2.6% |
| 3Y | +185.8% | -14.8% | +200.6% | +185.9% |
| All | +139.3% | -3.3% | +142.6% | +116.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling