-0.4%
ODFL vs GSK
+44.4%
-44.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | +5.8% | +1.1% | +4.7% | +5.5% |
| 30D | -5.3% | +6.3% | -11.7% | -6.7% |
| 3M | -19.0% | +1.8% | -20.8% | -19.4% |
| 6M | -7.5% | +1.7% | -9.1% | -8.0% |
| YTD | +11.8% | +6.5% | +5.2% | +10.3% |
| 1Y | +29.7% | +9.5% | +20.2% | +27.2% |
| 3Y | -9.1% | +65.3% | -74.4% | -18.9% |
| All | -0.4% | +44.4% | -44.8% | -12.4% |
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