-14.1%
ODFL vs GFS
-19.7%
+5.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.0% |
| 7D | -3.3% | +3.8% | -7.1% | -4.2% |
| 30D | -15.3% | -11.7% | -3.6% | -12.8% |
| 3M | -27.3% | -41.8% | +14.4% | -17.7% |
| 6M | -4.5% | +6.6% | -11.1% | -12.1% |
| YTD | +15.1% | +34.6% | -19.5% | -3.5% |
| 1Y | +21.1% | +46.2% | -25.1% | -2.1% |
| 3Y | -14.1% | -20.3% | +6.2% | -21.2% |
| All | -14.1% | -19.7% | +5.6% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling