+27.1%
ODFL vs GAP
+3.0%
+24.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.3% |
| 7D | -2.8% | -6.3% | +3.5% | -1.3% |
| 30D | -13.7% | -0.2% | -13.4% | -13.9% |
| 3M | -23.4% | 0.0% | -23.4% | -23.8% |
| 6M | -7.2% | -8.1% | +1.0% | -6.5% |
| YTD | +15.6% | -16.5% | +32.1% | +19.3% |
| 1Y | +24.2% | -10.5% | +34.6% | +25.4% |
| 3Y | -12.8% | +104.0% | -116.7% | -32.2% |
| 5Y | +27.1% | +6.8% | +20.4% | -2.2% |
| All | +27.1% | +3.0% | +24.1% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling