+23.4%
GPN vs USFD
+49.2%
-25.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.2% |
| 7D | -5.6% | +1.7% | -7.3% | -5.6% |
| 30D | +13.6% | +10.2% | +3.5% | +13.9% |
| 3M | -2.8% | -1.5% | -1.3% | -2.9% |
| 6M | +38.1% | +27.3% | +10.7% | +42.6% |
| YTD | +19.9% | +44.0% | -24.1% | +25.3% |
| 1Y | +23.4% | +50.4% | -26.9% | +28.9% |
| All | +23.4% | +49.2% | -25.8% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling