+14.6%
ODFL vs GFS
-3.9%
+18.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +0.2% | +2.6% | -2.5% | -0.6% |
| 30D | -13.4% | -16.4% | +3.0% | -9.1% |
| 3M | -24.2% | -41.6% | +17.4% | -12.8% |
| 6M | -3.3% | -3.7% | +0.4% | -7.5% |
| YTD | +19.8% | +29.3% | -9.5% | +2.3% |
| 1Y | +24.5% | +37.1% | -12.6% | +3.6% |
| 3Y | -9.6% | -22.1% | +12.5% | -13.4% |
| All | +14.6% | -3.9% | +18.5% | +3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling