+10.6%
ODFL vs GFS
-2.1%
+12.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -2.8% | +3.2% | -6.0% | -3.7% |
| 30D | -13.7% | -9.6% | -4.1% | -11.3% |
| 3M | -23.4% | -38.5% | +15.1% | -13.3% |
| 6M | -7.2% | -1.3% | -5.9% | -11.9% |
| YTD | +15.6% | +31.8% | -16.2% | -1.8% |
| 1Y | +24.2% | +44.6% | -20.4% | +1.5% |
| 3Y | -12.8% | -20.6% | +7.9% | -16.8% |
| All | +10.6% | -2.1% | +12.7% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling