+44.0%
ODFL vs GGLL
+328.7%
-284.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.4% |
| 7D | -6.3% | -4.8% | -1.5% | -5.7% |
| 30D | -13.6% | -13.7% | +0.1% | -11.9% |
| 3M | -24.2% | -21.9% | -2.3% | -22.2% |
| 6M | -13.8% | +11.7% | -25.4% | -17.1% |
| YTD | +19.0% | +2.3% | +16.8% | +15.7% |
| 1Y | +25.7% | +76.2% | -50.5% | +10.7% |
| 3Y | -13.1% | +245.0% | -258.1% | -38.2% |
| All | +44.0% | +328.7% | -284.7% | -5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling