+488.8%
GS vs USFD
+370.5%
+118.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.8% | -3.6% | -5.4% |
| 7D | -6.3% | +3.9% | -10.3% | -7.7% |
| 30D | -3.1% | +10.7% | -13.8% | -6.7% |
| 3M | -17.7% | +6.3% | -24.0% | -19.8% |
| 6M | -4.6% | +16.2% | -20.8% | -10.7% |
| YTD | +0.3% | +41.9% | -41.6% | -13.9% |
| 1Y | +11.7% | +44.2% | -32.5% | -4.9% |
| 3Y | +183.6% | +159.8% | +23.8% | +93.9% |
| 5Y | +141.0% | +177.1% | -36.1% | +56.9% |
| All | +488.8% | +370.5% | +118.3% | +224.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling