+236.1%
ODFL vs GLDM
+219.1%
+17.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.2% |
| 7D | -4.4% | +4.7% | -9.1% | -4.9% |
| 30D | -6.1% | -0.9% | -5.2% | -6.0% |
| 3M | -21.9% | -4.3% | -17.6% | -21.5% |
| 6M | -17.6% | -13.4% | -4.2% | -16.4% |
| YTD | +5.6% | -5.8% | +11.4% | +5.9% |
| 1Y | +20.5% | +2.1% | +18.5% | +19.8% |
| 3Y | -14.8% | +105.0% | -119.8% | -24.7% |
| 5Y | -3.0% | +122.5% | -125.5% | -16.9% |
| All | +236.1% | +219.1% | +17.0% | +211.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling