+628.8%
ODFL vs GDDY
+390.3%
+238.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.9% |
| 7D | -3.3% | -3.2% | -0.1% | -2.6% |
| 30D | -15.3% | +6.8% | -22.1% | -17.2% |
| 3M | -27.3% | +30.5% | -57.8% | -33.4% |
| 6M | -4.5% | +13.3% | -17.8% | -9.8% |
| YTD | +15.1% | -21.0% | +36.1% | +19.5% |
| 1Y | +21.1% | -34.0% | +55.1% | +32.3% |
| 3Y | -14.1% | +33.1% | -47.2% | -24.5% |
| 5Y | +26.6% | +30.3% | -3.7% | +11.0% |
| 10Y | +736.4% | +205.5% | +530.9% | +542.6% |
| All | +628.8% | +390.3% | +238.5% | +470.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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