-22.6%
GPN vs USFD
+204.0%
-226.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | -0.9% |
| 7D | -1.9% | +3.9% | -5.8% | -3.7% |
| 30D | +18.9% | +12.8% | +6.1% | +12.7% |
| 3M | +13.8% | +1.0% | +12.9% | +12.9% |
| 6M | +42.3% | +30.3% | +12.0% | +25.6% |
| YTD | +27.6% | +46.0% | -18.4% | +3.7% |
| 1Y | +30.3% | +49.6% | -19.3% | +4.2% |
| 3Y | -5.8% | +166.3% | -172.1% | -44.5% |
| 5Y | -22.6% | +208.4% | -231.0% | -59.6% |
| All | -22.6% | +204.0% | -226.6% | -59.6% |
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