-13.7%
ODFL vs GH
+367.9%
-381.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.6% |
| 7D | -2.8% | -1.2% | -1.6% | -2.7% |
| 30D | -13.7% | -3.7% | -10.0% | -13.4% |
| 3M | -23.4% | +21.7% | -45.0% | -24.9% |
| 6M | -7.2% | +75.7% | -82.9% | -12.4% |
| YTD | +15.6% | +55.7% | -40.1% | +10.0% |
| 1Y | +24.2% | +181.1% | -157.0% | +11.1% |
| All | -13.7% | +367.9% | -381.6% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling