+53.1%
GPN vs USFD
+375.5%
-322.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +4.3% | -0.2% | +4.5% | +4.3% |
| 30D | +22.1% | +12.3% | +9.8% | +16.6% |
| 3M | +17.1% | -0.7% | +17.8% | +16.8% |
| 6M | +46.7% | +31.3% | +15.5% | +31.1% |
| YTD | +30.8% | +45.7% | -14.9% | +10.3% |
| 1Y | +31.5% | +52.1% | -20.7% | +8.8% |
| 3Y | -5.1% | +158.2% | -163.4% | -36.5% |
| 5Y | -18.1% | +213.8% | -231.9% | -50.0% |
| 10Y | +53.1% | +367.0% | -313.9% | -22.5% |
| All | +53.1% | +375.5% | -322.4% | -22.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling