+28.0%
ODFL vs GPC
+29.0%
-1.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +2.0% |
| 7D | +0.2% | +0.2% | 0.0% | 0.0% |
| 30D | -13.4% | -0.4% | -13.0% | -13.4% |
| 3M | -24.2% | +39.2% | -63.4% | -36.8% |
| 6M | -3.3% | +18.2% | -21.5% | -12.4% |
| YTD | +19.8% | +12.1% | +7.7% | +10.3% |
| 1Y | +24.5% | -0.7% | +25.2% | +22.6% |
| 3Y | -9.6% | -1.7% | -8.0% | -14.6% |
| 5Y | +28.0% | +29.3% | -1.3% | -1.8% |
| All | +28.0% | +29.0% | -1.0% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 5y: compounded portfolio wealth divided by compounded GPC 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…
5y analysis · Full analysis span regression · 6 months rolling