+17.7%
GFS vs USFD
+49.6%
-31.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +8.5% | -14.4% | -5.9% |
| 7D | -12.5% | +7.8% | -20.4% | -12.5% |
| 30D | -16.9% | +16.2% | -33.1% | -17.5% |
| 3M | -22.3% | +11.0% | -33.3% | -22.4% |
| 6M | -40.2% | +20.7% | -60.9% | -40.9% |
| YTD | +16.0% | +46.0% | -30.0% | +9.0% |
| 1Y | +17.7% | +49.8% | -32.1% | +9.8% |
| All | +17.7% | +49.6% | -31.9% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling