+719.8%
ODFL vs GME
+285.6%
+434.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -0.5% |
| 7D | -3.3% | +10.4% | -13.7% | -3.4% |
| 30D | -15.3% | +14.1% | -29.4% | -15.5% |
| 3M | -27.3% | -4.6% | -22.7% | -27.3% |
| 6M | -4.5% | -13.5% | +9.0% | -4.3% |
| YTD | +15.1% | +5.3% | +9.8% | +15.0% |
| 1Y | +21.1% | -14.9% | +36.0% | +21.3% |
| 3Y | -14.1% | +24.3% | -38.4% | -16.0% |
| 5Y | +26.6% | -55.6% | +82.2% | +24.3% |
| All | +719.8% | +285.6% | +434.2% | +546.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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