+22.6%
GPN vs USFD
+346.4%
-323.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -1.4% | -10.6% | -11.5% |
| 7D | -7.1% | +1.3% | -8.5% | -7.6% |
| 30D | +7.7% | +10.6% | -2.9% | +3.6% |
| 3M | -0.1% | -2.4% | +2.3% | +0.4% |
| 6M | +29.4% | +28.9% | +0.5% | +16.5% |
| YTD | +15.1% | +43.7% | -28.6% | -2.3% |
| 1Y | +15.4% | +48.5% | -33.0% | -3.4% |
| 3Y | -16.5% | +154.7% | -171.2% | -43.7% |
| 5Y | -29.6% | +218.4% | -248.0% | -57.1% |
| 10Y | +34.7% | +360.6% | -325.9% | -30.8% |
| All | +22.6% | +346.4% | -323.8% | -37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling