+34,450.0%
ODFL vs GME
+1,066.0%
+33,384.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.7% |
| 7D | +0.2% | +0.4% | -0.3% | +0.1% |
| 30D | -13.4% | -1.4% | -12.0% | -13.4% |
| 3M | -24.2% | -15.1% | -9.0% | -23.6% |
| 6M | -3.3% | -22.5% | +19.2% | -2.1% |
| YTD | +19.8% | -5.9% | +25.7% | +19.9% |
| 1Y | +24.5% | -18.6% | +43.2% | +25.5% |
| 3Y | -9.6% | +6.7% | -16.3% | -16.6% |
| 5Y | +28.0% | -62.0% | +90.0% | +21.1% |
| 10Y | +735.3% | +239.5% | +495.8% | +281.2% |
| All | +34,450.0% | +1,066.0% | +33,384.0% | +13,109.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling