+622.5%
GS vs USFD
+353.3%
+269.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.5% | -4.9% | +0.5% |
| 7D | +0.3% | +7.8% | -7.5% | -2.5% |
| 30D | +3.9% | +16.2% | -12.3% | -1.7% |
| 3M | -11.4% | +11.0% | -22.4% | -15.1% |
| 6M | +3.7% | +20.7% | -17.0% | -4.3% |
| YTD | +7.1% | +46.0% | -38.8% | -9.0% |
| 1Y | +19.7% | +49.8% | -30.1% | +0.5% |
| 3Y | +202.8% | +167.3% | +35.6% | +105.2% |
| 5Y | +156.7% | +197.2% | -40.5% | +63.3% |
| 10Y | +548.7% | +389.9% | +158.8% | +224.5% |
| All | +622.5% | +353.3% | +269.2% | +262.8% |
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