+190.4%
GD vs USFD
+370.5%
-180.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.6% |
| 7D | -3.9% | +3.9% | -7.8% | -5.0% |
| 30D | +8.1% | +10.7% | -2.6% | +5.1% |
| 3M | -6.8% | +6.3% | -13.1% | -8.6% |
| 6M | +3.0% | +16.2% | -13.2% | -1.5% |
| YTD | +7.8% | +41.9% | -34.1% | -2.7% |
| 1Y | +5.8% | +44.2% | -38.4% | -5.0% |
| 3Y | +55.3% | +159.8% | -104.5% | +18.4% |
| 5Y | +96.7% | +177.1% | -80.4% | +43.6% |
| All | +190.4% | +370.5% | -180.1% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling