-21.3%
GFS vs USFD
+206.1%
-227.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.8% | -7.1% | -8.5% |
| 7D | -20.7% | +3.9% | -24.6% | -22.6% |
| 30D | -25.2% | +10.7% | -35.9% | -29.5% |
| 3M | -26.3% | +6.3% | -32.6% | -29.2% |
| 6M | -50.7% | +16.2% | -66.9% | -55.6% |
| YTD | +4.5% | +41.9% | -37.3% | -17.7% |
| 1Y | +2.5% | +44.2% | -41.7% | -20.5% |
| 3Y | -30.9% | +159.8% | -190.7% | -62.9% |
| 5Y | -42.6% | +177.1% | -219.7% | -68.0% |
| All | -21.3% | +206.1% | -227.4% | -59.4% |
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