+371.2%
USFD vs GAP
+20.3%
+350.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.5% | -0.4% | +2.1% |
| 7D | +3.9% | 0.0% | +3.9% | +3.9% |
| 30D | +12.8% | -4.3% | +17.1% | +14.2% |
| 3M | +1.0% | +9.4% | -8.4% | -2.3% |
| 6M | +30.3% | -3.3% | +33.5% | +29.1% |
| YTD | +46.0% | -10.5% | +56.5% | +46.3% |
| 1Y | +49.6% | -2.4% | +52.0% | +45.6% |
| 3Y | +166.3% | +80.1% | +86.2% | +88.7% |
| 5Y | +208.4% | +6.5% | +201.9% | +141.4% |
| 10Y | +371.2% | +14.6% | +356.6% | +159.7% |
| All | +371.2% | +20.3% | +350.9% | +159.7% |
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