+1,788.2%
GS vs ODFL
+33,787.1%
-31,998.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.6% | +1.0% | +3.7% |
| 7D | +0.8% | -3.0% | +3.9% | +1.7% |
| 30D | +1.2% | -6.1% | +7.3% | +2.8% |
| 3M | -12.4% | -20.9% | +8.5% | -7.2% |
| 6M | -2.3% | -13.6% | +11.3% | +0.7% |
| YTD | +4.6% | +9.4% | -4.8% | +1.0% |
| 1Y | +17.5% | +22.9% | -5.4% | +9.9% |
| 3Y | +202.0% | -9.8% | +211.8% | +200.1% |
| 5Y | +152.4% | -0.4% | +152.7% | +139.3% |
| 10Y | +478.5% | +592.4% | -113.9% | +246.8% |
| All | +1,788.2% | +33,787.1% | -31,998.9% | +677.9% |
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