-13.7%
ODFL vs GME
+14.2%
-28.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -0.8% |
| 7D | -2.8% | +6.0% | -8.8% | -2.9% |
| 30D | -13.7% | +8.3% | -22.0% | -13.8% |
| 3M | -23.4% | -9.1% | -14.3% | -23.3% |
| 6M | -7.2% | -16.3% | +9.2% | -6.9% |
| YTD | +15.6% | +1.5% | +14.1% | +15.7% |
| 1Y | +24.2% | -16.3% | +40.5% | +24.4% |
| All | -13.7% | +14.2% | -28.0% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling