+25.7%
ODFL vs GFS
+37.2%
-11.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.5% | -0.1% |
| 7D | -6.3% | +1.0% | -7.3% | -6.4% |
| 30D | -13.6% | -8.6% | -5.0% | -12.7% |
| 3M | -24.2% | -46.5% | +22.4% | -18.7% |
| 6M | -13.8% | -4.8% | -9.0% | -17.9% |
| YTD | +19.0% | +29.7% | -10.6% | +4.8% |
| 1Y | +25.7% | +35.8% | -10.2% | +9.2% |
| All | +25.7% | +37.2% | -11.5% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling