-13.7%
ODFL vs GTLB
-10.3%
-3.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.1% |
| 7D | -2.8% | -4.1% | +1.3% | -2.3% |
| 30D | -13.7% | +12.3% | -26.0% | -15.3% |
| 3M | -23.4% | +65.9% | -89.3% | -29.2% |
| 6M | -7.2% | +104.0% | -111.1% | -17.6% |
| YTD | +15.6% | +26.0% | -10.4% | +10.6% |
| 1Y | +24.2% | -3.5% | +27.7% | +23.8% |
| All | -13.7% | -10.3% | -3.4% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 3y: compounded portfolio wealth divided by compounded GTLB 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…
3y analysis · Full analysis span regression · 6 months rolling