+654.3%
GS vs USFD
+321.9%
+332.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.2% |
| 7D | +0.9% | -3.0% | +3.9% | +2.0% |
| 30D | -1.6% | +3.5% | -5.1% | -3.0% |
| 3M | -4.5% | +26.6% | -31.0% | -13.0% |
| 6M | +20.9% | +11.7% | +9.2% | +14.9% |
| YTD | +19.9% | +38.1% | -18.2% | +4.1% |
| 1Y | +41.4% | +33.4% | +8.0% | +24.1% |
| 3Y | +239.2% | +155.8% | +83.3% | +133.4% |
| 5Y | +185.0% | +214.0% | -29.0% | +77.5% |
| All | +654.3% | +321.9% | +332.4% | +295.4% |
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 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