-12.3%
GFS vs USFD
+214.9%
-227.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.1% | +1.8% | +3.4% |
| 7D | -3.1% | +3.9% | -7.0% | -5.3% |
| 30D | -16.0% | +12.8% | -28.9% | -21.5% |
| 3M | -24.7% | +1.0% | -25.7% | -25.6% |
| 6M | -45.1% | +30.3% | -75.4% | -53.5% |
| YTD | +16.5% | +46.0% | -29.5% | -9.5% |
| 1Y | +19.3% | +49.6% | -30.3% | -9.1% |
| 3Y | -20.0% | +166.3% | -186.2% | -57.5% |
| 5Y | -32.0% | +208.4% | -240.4% | -65.4% |
| All | -12.3% | +214.9% | -227.3% | -55.4% |
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