+32,948.6%
ODFL vs GFI
+754.7%
+32,193.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.7% |
| 7D | -2.8% | -5.1% | +2.4% | -2.6% |
| 30D | -13.7% | +13.4% | -27.1% | -14.1% |
| 3M | -23.4% | +36.2% | -59.6% | -24.3% |
| 6M | -7.2% | -9.8% | +2.7% | -7.1% |
| YTD | +15.6% | +7.7% | +8.0% | +14.9% |
| 1Y | +24.2% | +27.2% | -3.0% | +22.4% |
| 3Y | -12.8% | +300.3% | -313.1% | -18.1% |
| 5Y | +27.1% | +539.8% | -512.7% | +16.4% |
| 10Y | +739.9% | +1,058.5% | -318.6% | +641.6% |
| All | +32,948.6% | +754.7% | +32,193.8% | +33,333.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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