+28.3%
GPN vs USFD
+329.0%
-300.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +0.8% | -3.0% | +3.8% | +1.9% |
| 30D | +5.8% | +3.5% | +2.3% | +4.2% |
| 3M | +37.0% | +26.6% | +10.4% | +24.9% |
| 6M | +20.1% | +11.7% | +8.4% | +14.4% |
| YTD | +20.4% | +38.1% | -17.7% | +4.1% |
| 1Y | +7.4% | +33.4% | -26.0% | -6.0% |
| 3Y | -26.1% | +155.8% | -181.9% | -50.2% |
| 5Y | -38.5% | +214.0% | -252.5% | -62.2% |
| 10Y | +28.4% | +320.4% | -292.0% | -32.6% |
| All | +28.3% | +329.0% | -300.7% | -33.2% |
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