+719.8%
ODFL vs GSK
+80.1%
+639.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.3% | -3.5% | +0.3% | -2.2% |
| 30D | -15.3% | -3.4% | -11.8% | -14.5% |
| 3M | -27.3% | -8.1% | -19.2% | -25.6% |
| 6M | -4.5% | -11.1% | +6.6% | -1.2% |
| YTD | +15.1% | +0.7% | +14.4% | +14.7% |
| 1Y | +21.1% | +20.1% | +0.9% | +14.1% |
| 3Y | -14.1% | +46.1% | -60.2% | -25.3% |
| 5Y | +26.6% | +48.2% | -21.7% | +7.2% |
| All | +719.8% | +80.1% | +639.8% | +574.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 10y: compounded portfolio wealth divided by compounded GSK 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…
10y analysis · Full analysis span regression · 6 months rolling