+35.8%
GFS vs USFD
+34.2%
+1.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +1.0% | -3.0% | +4.0% | +1.3% |
| 30D | -8.6% | +3.5% | -12.1% | -8.7% |
| 3M | -46.5% | +26.6% | -73.1% | -49.0% |
| 6M | -4.8% | +11.7% | -16.5% | -6.3% |
| YTD | +29.7% | +38.1% | -8.5% | +18.9% |
| 1Y | +35.8% | +33.4% | +2.5% | +28.1% |
| All | +35.8% | +34.2% | +1.6% | +28.1% |
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