+262.3%
ODFL vs GH
+467.1%
-204.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -3.3% | -2.5% | -0.8% | -3.0% |
| 30D | -15.3% | -4.7% | -10.6% | -14.9% |
| 3M | -27.3% | +20.2% | -47.6% | -29.3% |
| 6M | -4.5% | +78.8% | -83.3% | -12.1% |
| YTD | +15.1% | +54.1% | -38.9% | +7.7% |
| 1Y | +21.1% | +177.1% | -156.0% | +4.2% |
| 3Y | -14.1% | +371.6% | -385.7% | -34.3% |
| 5Y | +26.6% | +21.9% | +4.7% | +7.2% |
| All | +262.3% | +467.1% | -204.8% | +154.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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