-40.1%
GLXY vs USFD
+40.6%
-80.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.3% |
| 7D | -14.6% | +3.0% | -17.6% | -15.2% |
| 30D | -36.2% | +11.1% | -47.2% | -38.6% |
| 3M | -30.1% | -0.3% | -29.8% | -30.1% |
| 6M | -56.1% | +15.9% | -72.0% | -59.6% |
| YTD | -38.9% | +41.6% | -80.5% | -51.3% |
| 1Y | -55.0% | +49.4% | -104.4% | -65.0% |
| All | -40.1% | +40.6% | -80.7% | -49.8% |
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