-42.9%
GPN vs USFD
+217.8%
-260.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +0.8% | -3.0% | +3.8% | +2.1% |
| 30D | +5.8% | +3.5% | +2.3% | +3.9% |
| 3M | +37.0% | +26.6% | +10.4% | +23.1% |
| 6M | +20.1% | +11.7% | +8.4% | +13.6% |
| YTD | +20.4% | +38.1% | -17.7% | +0.6% |
| 1Y | +7.4% | +33.4% | -26.0% | -8.8% |
| 3Y | -26.1% | +155.8% | -181.9% | -55.6% |
| All | -42.9% | +217.8% | -260.6% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling