-14.8%
ODFL vs GGLL
+154.9%
-169.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.7% | -3.4% |
| 7D | -4.4% | +3.1% | -7.5% | -4.7% |
| 30D | -6.1% | -36.3% | +30.2% | -2.8% |
| 3M | -21.9% | -40.4% | +18.5% | -18.7% |
| 6M | -17.6% | -54.6% | +37.1% | -12.4% |
| YTD | +5.6% | -31.1% | +36.8% | +6.5% |
| 1Y | +20.5% | -19.2% | +39.7% | +19.3% |
| 3Y | -14.8% | +151.5% | -166.3% | -28.1% |
| All | -14.8% | +154.9% | -169.8% | -28.1% |
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