+14.9%
GLXY vs USFD
+34.2%
-19.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.5% |
| 7D | +13.4% | -3.0% | +16.5% | +14.5% |
| 30D | +38.1% | +3.5% | +34.6% | +36.4% |
| 3M | -7.3% | +26.6% | -33.9% | -20.5% |
| 6M | +8.2% | +11.7% | -3.5% | +0.9% |
| YTD | +17.8% | +38.1% | -20.4% | -9.6% |
| 1Y | +14.9% | +33.4% | -18.5% | -7.5% |
| All | +14.9% | +34.2% | -19.3% | -7.5% |
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