-36.4%
GLXY vs USFD
+44.9%
-81.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.1% | +3.2% | +5.7% |
| 7D | -0.5% | +3.9% | -4.5% | -1.0% |
| 30D | -28.6% | +12.8% | -41.5% | -31.2% |
| 3M | -28.1% | +1.0% | -29.0% | -28.0% |
| 6M | -52.0% | +30.3% | -82.3% | -58.3% |
| YTD | -35.1% | +46.0% | -81.1% | -48.5% |
| 1Y | -54.0% | +49.6% | -103.6% | -64.0% |
| All | -36.4% | +44.9% | -81.3% | -46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling