+719.8%
ODFL vs GAP
+31.2%
+688.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -1.0% |
| 7D | -3.3% | -4.1% | +0.8% | -2.4% |
| 30D | -15.3% | +6.2% | -21.5% | -16.6% |
| 3M | -27.3% | -0.7% | -26.6% | -27.6% |
| 6M | -4.5% | -7.1% | +2.6% | -4.1% |
| YTD | +15.1% | -14.1% | +29.2% | +17.6% |
| 1Y | +21.1% | -8.5% | +29.6% | +21.6% |
| 3Y | -14.1% | +115.4% | -129.5% | -31.5% |
| 5Y | +26.6% | +9.8% | +16.8% | +9.1% |
| All | +719.8% | +31.2% | +688.6% | +523.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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