-12.7%
GFS vs USFD
+214.9%
-227.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +8.5% | -14.4% | -10.1% |
| 7D | -12.5% | +7.8% | -20.4% | -16.3% |
| 30D | -16.9% | +16.2% | -33.1% | -23.7% |
| 3M | -22.3% | +11.0% | -33.3% | -27.1% |
| 6M | -40.2% | +20.7% | -60.9% | -47.3% |
| YTD | +16.0% | +46.0% | -30.0% | -10.0% |
| 1Y | +17.7% | +49.8% | -32.1% | -10.5% |
| 3Y | -23.4% | +167.3% | -190.6% | -59.5% |
| 5Y | -35.4% | +197.2% | -232.6% | -66.0% |
| All | -12.7% | +214.9% | -227.6% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling