+26.3%
ODFL vs GTLB
-50.8%
+77.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.5% |
| 7D | -3.0% | -6.6% | +3.6% | -2.1% |
| 30D | -14.3% | +13.7% | -28.0% | -16.0% |
| 3M | -26.7% | +52.9% | -79.6% | -31.4% |
| 6M | -7.5% | +88.5% | -96.0% | -16.5% |
| YTD | +16.5% | +23.4% | -6.9% | +11.2% |
| 1Y | +23.5% | -3.8% | +27.3% | +21.6% |
| 3Y | -12.1% | -11.5% | -0.6% | -15.3% |
| All | +26.3% | -50.8% | +77.2% | +16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling