+1.4%
GPN vs USFD
+24.9%
-23.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.5% | +2.8% | -2.4% |
| 7D | -6.2% | -7.0% | +0.8% | -6.0% |
| 30D | +1.0% | -10.3% | +11.3% | +1.4% |
| 3M | +36.9% | +9.2% | +27.7% | +37.9% |
| 6M | +16.8% | +7.4% | +9.4% | +18.3% |
| YTD | +13.2% | +29.4% | -16.2% | +10.4% |
| 1Y | +1.4% | +24.8% | -23.4% | +2.6% |
| All | +1.4% | +24.9% | -23.4% | +2.6% |
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 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