+2.9%
ODFL vs GLXY
-38.8%
+41.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.3% | +6.9% | +1.9% |
| 7D | +5.8% | +5.3% | +0.6% | +5.5% |
| 30D | -5.3% | -19.8% | +14.5% | -4.9% |
| 3M | -19.0% | -31.4% | +12.4% | -18.1% |
| 6M | -7.5% | -53.3% | +45.8% | -4.6% |
| YTD | +11.8% | -35.7% | +47.5% | +12.1% |
| 1Y | +29.7% | -47.2% | +76.9% | +30.8% |
| All | +2.9% | -38.8% | +41.7% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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