-9.1%
ODFL vs GGLL
+166.5%
-175.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +1.9% |
| 7D | +5.8% | +7.7% | -1.8% | +5.1% |
| 30D | -5.3% | -30.2% | +24.9% | -2.8% |
| 3M | -19.0% | -31.3% | +12.3% | -16.8% |
| 6M | -7.5% | -52.1% | +44.6% | -2.2% |
| YTD | +11.8% | -25.9% | +37.6% | +12.0% |
| 1Y | +29.7% | -8.5% | +38.1% | +27.0% |
| 3Y | -9.1% | +165.5% | -174.7% | -23.1% |
| All | -9.1% | +166.5% | -175.7% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling