+70.8%
GD vs USFD
+156.9%
-86.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -5.3% | -3.0% | -2.2% | -4.7% |
| 30D | -6.4% | +3.5% | -10.0% | -7.1% |
| 3M | +5.7% | +26.6% | -20.9% | +0.7% |
| 6M | -0.9% | +11.7% | -12.7% | -3.4% |
| YTD | +8.2% | +38.1% | -30.0% | -0.1% |
| 1Y | +13.4% | +33.4% | -20.0% | +5.6% |
| All | +70.8% | +156.9% | -86.1% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling