-38.1%
GLXY vs USFD
+44.8%
-82.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.7% |
| 7D | -16.2% | +8.4% | -24.5% | -17.3% |
| 30D | -30.6% | +12.7% | -43.3% | -33.1% |
| 3M | -27.7% | +1.1% | -28.8% | -27.7% |
| 6M | -53.3% | +30.2% | -83.5% | -59.5% |
| YTD | -36.9% | +45.8% | -82.7% | -49.9% |
| 1Y | -55.6% | +51.9% | -107.6% | -65.5% |
| All | -38.1% | +44.8% | -82.9% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling