+32.3%
ODFL vs GGLL
+195.8%
-163.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.1% | +3.3% |
| 7D | -3.0% | +6.3% | -9.4% | -3.8% |
| 30D | -6.1% | -35.1% | +29.0% | -1.3% |
| 3M | -20.9% | -37.7% | +16.8% | -16.6% |
| 6M | -13.6% | -54.1% | +40.5% | -5.7% |
| YTD | +9.4% | -29.4% | +38.9% | +10.7% |
| 1Y | +22.9% | -13.4% | +36.3% | +19.8% |
| 3Y | -9.8% | +158.3% | -168.1% | -34.5% |
| All | +32.3% | +195.8% | -163.5% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling