+242.4%
ODFL vs GLDM
+216.5%
+25.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +1.0% | -1.4% |
| 7D | -5.4% | +2.9% | -8.3% | -5.7% |
| 30D | -7.7% | -3.9% | -3.8% | -7.3% |
| 3M | -20.8% | -8.1% | -12.7% | -20.1% |
| 6M | -15.0% | -14.7% | -0.3% | -13.6% |
| YTD | +7.6% | -6.6% | +14.2% | +8.0% |
| 1Y | +22.7% | -2.1% | +24.8% | +22.6% |
| 3Y | -12.9% | +107.7% | -120.6% | -23.2% |
| 5Y | -0.1% | +116.5% | -116.5% | -14.1% |
| All | +242.4% | +216.5% | +25.9% | +218.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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