+185.7%
GS vs USFD
+215.8%
-30.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.2% |
| 7D | +0.9% | -3.0% | +3.9% | +2.1% |
| 30D | -1.6% | +3.5% | -5.1% | -3.1% |
| 3M | -4.5% | +26.6% | -31.0% | -13.7% |
| 6M | +20.9% | +11.7% | +9.2% | +14.5% |
| YTD | +19.9% | +38.1% | -18.2% | +2.0% |
| 1Y | +41.4% | +33.4% | +8.0% | +21.9% |
| 3Y | +239.2% | +155.8% | +83.3% | +120.7% |
| All | +185.7% | +215.8% | -30.1% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling