+25.2%
GPN vs USFD
+306.5%
-281.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.5% | +2.8% | -0.6% |
| 7D | -6.2% | -7.0% | +0.8% | -3.6% |
| 30D | +1.0% | -10.3% | +11.3% | +5.2% |
| 3M | +36.9% | +9.2% | +27.7% | +32.1% |
| 6M | +16.8% | +7.4% | +9.4% | +12.9% |
| YTD | +13.2% | +29.4% | -16.2% | +0.3% |
| 1Y | +1.4% | +24.8% | -23.4% | -9.0% |
| 3Y | -28.6% | +150.0% | -178.6% | -51.6% |
| 5Y | -47.0% | +195.5% | -242.5% | -66.8% |
| 10Y | +25.2% | +315.7% | -290.6% | -34.6% |
| All | +25.2% | +306.5% | -281.4% | -34.6% |
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