-10.7%
ODFL vs GLDM
+128.8%
-139.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | -6.3% | -0.5% | -5.7% | -6.3% |
| 30D | -13.6% | +4.4% | -18.0% | -13.7% |
| 3M | -24.2% | -1.1% | -23.1% | -24.1% |
| 6M | -13.8% | -13.7% | -0.1% | -13.9% |
| YTD | +19.0% | +2.8% | +16.3% | +19.8% |
| 1Y | +25.7% | +24.8% | +0.8% | +28.3% |
| All | -10.7% | +128.8% | -139.4% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling