+12.6%
GFS vs USFD
+46.1%
-33.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.4% | +6.2% |
| 7D | -7.8% | +3.0% | -10.8% | -7.6% |
| 30D | -19.7% | +11.1% | -30.7% | -19.9% |
| 3M | -23.1% | -0.3% | -22.8% | -23.0% |
| 6M | -46.4% | +15.9% | -62.3% | -46.6% |
| YTD | +11.0% | +41.6% | -30.6% | +6.7% |
| 1Y | +12.6% | +49.4% | -36.8% | +8.1% |
| All | +12.6% | +46.1% | -33.5% | +8.1% |
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