+104.3%
GD vs USFD
+200.1%
-95.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.5% | -11.0% | -4.3% |
| 7D | +3.0% | +7.8% | -4.9% | +1.3% |
| 30D | +10.5% | +16.2% | -5.6% | +7.0% |
| 3M | -5.0% | +11.0% | -16.0% | -7.2% |
| 6M | +5.5% | +20.7% | -15.2% | +0.9% |
| YTD | +10.3% | +46.0% | -35.6% | +0.6% |
| 1Y | +8.2% | +49.8% | -41.6% | -2.1% |
| 3Y | +59.0% | +167.3% | -108.2% | +25.4% |
| 5Y | +104.3% | +197.2% | -92.9% | +53.0% |
| All | +104.3% | +200.1% | -95.8% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling