+188.7%
GD vs USFD
+321.9%
-133.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -5.3% | -3.0% | -2.2% | -4.5% |
| 30D | -6.4% | +3.5% | -10.0% | -7.3% |
| 3M | +5.7% | +26.6% | -20.9% | -0.7% |
| 6M | -0.9% | +11.7% | -12.7% | -4.1% |
| YTD | +8.2% | +38.1% | -30.0% | -1.4% |
| 1Y | +13.4% | +33.4% | -20.0% | +4.2% |
| 3Y | +68.5% | +155.8% | -87.3% | +29.1% |
| 5Y | +97.2% | +214.0% | -116.9% | +39.2% |
| All | +188.7% | +321.9% | -133.2% | +85.0% |
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