-48.0%
GLXY vs USFD
+51.3%
-99.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -0.1% | +13.3% | +13.2% |
| 7D | +14.3% | -0.2% | +14.5% | +14.3% |
| 30D | -19.6% | +12.3% | -32.0% | -22.2% |
| 3M | -20.7% | -0.7% | -20.0% | -20.0% |
| 6M | -49.6% | +31.3% | -80.9% | -56.9% |
| YTD | -28.6% | +45.7% | -74.3% | -48.6% |
| 1Y | -48.0% | +52.1% | -100.2% | -64.3% |
| All | -48.0% | +51.3% | -99.3% | -64.3% |
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