+329.7%
USFD vs GAP
+34.2%
+295.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -3.3% | +1.7% | -5.1% | -3.8% |
| 30D | -5.3% | +9.3% | -14.6% | -8.1% |
| 3M | +18.8% | +6.1% | +12.7% | +15.8% |
| 6M | +14.3% | -2.3% | +16.6% | +12.8% |
| YTD | +36.9% | -10.6% | +47.5% | +37.5% |
| 1Y | +31.7% | -4.4% | +36.1% | +28.8% |
| 3Y | +164.5% | +118.3% | +46.2% | +75.2% |
| 5Y | +212.6% | +12.2% | +200.4% | +140.1% |
| 10Y | +329.7% | +33.7% | +296.0% | +137.3% |
| All | +329.7% | +34.2% | +295.5% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded GAP 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling