+15.5%
GLXY vs USFD
+37.1%
-21.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.5% |
| 7D | +13.4% | -3.0% | +16.5% | +14.5% |
| 30D | +38.1% | +3.5% | +34.6% | +36.4% |
| 3M | -7.3% | +26.6% | -33.9% | -19.6% |
| 6M | +8.2% | +11.7% | -3.5% | +1.3% |
| YTD | +17.8% | +38.1% | -20.4% | -5.2% |
| 1Y | +14.9% | +33.4% | -18.5% | -6.8% |
| All | +15.5% | +37.1% | -21.7% | -2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling