-10.3%
GFS vs USFD
+210.7%
-220.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | +7.4% | +1.7% | +5.7% | +6.5% |
| 30D | -15.3% | +10.2% | -25.4% | -19.9% |
| 3M | -21.1% | -1.5% | -19.6% | -21.1% |
| 6M | -44.5% | +27.3% | -71.8% | -52.4% |
| YTD | +19.2% | +44.0% | -24.8% | -6.8% |
| 1Y | +27.2% | +50.4% | -23.1% | -3.5% |
| 3Y | -20.1% | +153.6% | -173.7% | -56.3% |
| 5Y | -25.6% | +219.0% | -244.6% | -63.5% |
| All | -10.3% | +210.7% | -220.9% | -54.1% |
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 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