+6.4%
ODFL vs GLXY
+2.7%
+3.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.6% |
| 7D | -2.8% | -8.9% | +6.1% | -2.3% |
| 30D | -13.7% | +19.9% | -33.5% | -14.5% |
| 3M | -23.4% | -20.0% | -3.4% | -22.4% |
| 6M | -7.2% | +10.5% | -17.7% | -8.2% |
| YTD | +15.6% | +7.9% | +7.7% | +13.8% |
| 1Y | +24.2% | -7.5% | +31.6% | +23.7% |
| All | +6.4% | +2.7% | +3.8% | +5.2% |
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