+33,922.3%
ODFL vs GPC
+2,108.9%
+31,813.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | -0.5% |
| 7D | -6.3% | +1.2% | -7.5% | -6.8% |
| 30D | -13.6% | +6.0% | -19.6% | -16.2% |
| 3M | -24.2% | +42.6% | -66.8% | -37.5% |
| 6M | -13.8% | +22.8% | -36.5% | -23.6% |
| YTD | +19.0% | +15.5% | +3.6% | +8.0% |
| 1Y | +25.7% | +2.0% | +23.6% | +21.6% |
| 3Y | -13.1% | -1.4% | -11.7% | -17.2% |
| 5Y | +26.7% | +30.6% | -3.9% | +4.2% |
| 10Y | +721.5% | +80.6% | +640.9% | +438.8% |
| All | +33,922.3% | +2,108.9% | +31,813.4% | +9,344.8% |
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 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