+276.9%
ODFL vs GH
+480.1%
-203.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +0.2% | -2.1% | +2.2% | +0.4% |
| 30D | -13.4% | -4.5% | -9.0% | -13.0% |
| 3M | -24.2% | +28.9% | -53.1% | -26.9% |
| 6M | -3.3% | +76.5% | -79.8% | -10.9% |
| YTD | +19.8% | +57.6% | -37.8% | +11.7% |
| 1Y | +24.5% | +167.5% | -143.0% | +7.7% |
| 3Y | -9.6% | +377.4% | -387.0% | -31.0% |
| 5Y | +28.0% | +23.8% | +4.2% | +8.3% |
| All | +276.9% | +480.1% | -203.2% | +163.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling