+186.8%
GS vs USFD
+159.7%
+27.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.8% | -3.6% | -5.4% |
| 7D | -6.3% | +3.9% | -10.3% | -7.5% |
| 30D | -3.1% | +10.7% | -13.8% | -6.3% |
| 3M | -17.7% | +6.3% | -24.0% | -19.6% |
| 6M | -4.6% | +16.2% | -20.8% | -10.3% |
| YTD | +0.3% | +41.9% | -41.6% | -16.8% |
| 1Y | +11.7% | +44.2% | -32.5% | -8.5% |
| All | +186.8% | +159.7% | +27.2% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling