+46.6%
GPN vs USFD
+359.9%
-313.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | -5.6% | +1.7% | -7.3% | -6.2% |
| 30D | +13.6% | +10.2% | +3.5% | +9.4% |
| 3M | -2.8% | -1.5% | -1.3% | -2.6% |
| 6M | +38.1% | +27.3% | +10.7% | +24.9% |
| YTD | +19.9% | +44.0% | -24.1% | +1.6% |
| 1Y | +23.4% | +50.4% | -26.9% | +2.6% |
| 3Y | -12.6% | +153.6% | -166.2% | -41.1% |
| 5Y | -26.6% | +219.0% | -245.6% | -55.5% |
| All | +46.6% | +359.9% | -313.3% | -26.5% |
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