-36.9%
GLXY vs USFD
+43.0%
-79.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.2% | -5.5% | -5.3% |
| 7D | +5.3% | +1.7% | +3.6% | +5.0% |
| 30D | -19.8% | +10.2% | -30.0% | -22.2% |
| 3M | -31.4% | -1.5% | -29.9% | -30.9% |
| 6M | -53.3% | +27.3% | -80.7% | -59.1% |
| YTD | -35.7% | +44.0% | -79.7% | -48.8% |
| 1Y | -47.2% | +50.4% | -97.6% | -58.9% |
| All | -36.9% | +43.0% | -79.9% | -47.3% |
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 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