+2,064.0%
GS vs ODFL
+36,757.6%
-34,693.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +0.9% | -6.3% | +7.2% | +2.6% |
| 30D | -1.6% | -13.6% | +12.0% | +2.1% |
| 3M | -4.5% | -24.2% | +19.7% | +2.1% |
| 6M | +20.9% | -13.8% | +34.7% | +24.7% |
| YTD | +19.9% | +19.0% | +0.8% | +13.4% |
| 1Y | +41.4% | +25.7% | +15.7% | +31.4% |
| 3Y | +239.2% | -13.1% | +252.3% | +240.0% |
| 5Y | +185.0% | +26.7% | +158.4% | +154.9% |
| 10Y | +655.0% | +721.5% | -66.5% | +335.4% |
| All | +2,064.0% | +36,757.6% | -34,693.5% | +773.8% |
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