+17.5%
GFS vs USFD
+49.7%
-32.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.1% | +1.8% | +4.8% |
| 7D | -3.1% | +3.9% | -7.0% | -2.9% |
| 30D | -16.0% | +12.8% | -28.9% | -16.3% |
| 3M | -24.7% | +1.0% | -25.7% | -24.6% |
| 6M | -45.1% | +30.3% | -75.4% | -46.6% |
| YTD | +16.5% | +46.0% | -29.5% | +10.5% |
| All | +17.5% | +49.7% | -32.2% | +11.1% |
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