+28.1%
ODFL vs GSK
+48.8%
-20.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | -3.0% | -3.6% | +0.6% | -2.2% |
| 30D | -14.3% | -5.9% | -8.3% | -13.1% |
| 3M | -26.7% | -4.3% | -22.5% | -26.1% |
| 6M | -7.5% | -10.8% | +3.3% | -5.1% |
| YTD | +16.5% | +1.8% | +14.7% | +16.2% |
| 1Y | +23.5% | +23.5% | +0.1% | +18.6% |
| 3Y | -12.1% | +49.5% | -61.6% | -19.7% |
| All | +28.1% | +48.8% | -20.7% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling