+333.7%
USFD vs GAP
+34.5%
+299.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.5% |
| 7D | -3.0% | -4.5% | +1.5% | -1.8% |
| 30D | +3.5% | +9.0% | -5.5% | +0.5% |
| 3M | +26.6% | +5.0% | +21.6% | +23.8% |
| 6M | +11.7% | -17.8% | +29.5% | +15.5% |
| YTD | +38.1% | -10.4% | +48.5% | +38.6% |
| 1Y | +33.4% | -3.4% | +36.8% | +30.0% |
| 3Y | +155.8% | +111.5% | +44.3% | +71.4% |
| 5Y | +214.0% | +8.8% | +205.2% | +144.1% |
| All | +333.7% | +34.5% | +299.2% | +139.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling