+31,180.3%
ODFL vs GPC
+1,910.1%
+29,270.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.3% | +1.3% | +2.4% |
| 7D | -3.0% | +0.8% | -3.9% | -3.4% |
| 30D | -6.1% | -1.1% | -5.0% | -5.7% |
| 3M | -20.9% | -6.6% | -14.3% | -18.4% |
| 6M | -13.6% | +22.2% | -35.8% | -23.4% |
| YTD | +9.4% | +5.1% | +4.4% | +4.0% |
| 1Y | +22.9% | +2.8% | +20.1% | +18.2% |
| 3Y | -9.8% | +2.4% | -12.2% | -15.5% |
| 5Y | -0.4% | +7.8% | -8.1% | -9.6% |
| 10Y | +592.4% | +87.2% | +505.2% | +344.5% |
| All | +31,180.3% | +1,910.1% | +29,270.2% | +8,989.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling