+33,922.3%
ODFL vs GSK
+786.3%
+33,136.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.5% |
| 7D | -6.3% | -1.8% | -4.4% | -5.9% |
| 30D | -13.6% | -2.2% | -11.4% | -13.2% |
| 3M | -24.2% | -1.8% | -22.4% | -24.0% |
| 6M | -13.8% | -10.6% | -3.2% | -11.6% |
| YTD | +19.0% | +4.4% | +14.6% | +17.7% |
| 1Y | +25.7% | +30.4% | -4.7% | +17.8% |
| 3Y | -13.1% | +60.1% | -73.2% | -23.3% |
| 5Y | +26.7% | +46.8% | -20.1% | +13.0% |
| 10Y | +721.5% | +79.2% | +642.3% | +594.8% |
| All | +33,922.3% | +786.3% | +33,136.0% | +23,613.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling