+367.0%
USFD vs GAP
+7.3%
+359.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.5% |
| 7D | -0.2% | -9.3% | +9.2% | +2.6% |
| 30D | +12.3% | -5.5% | +17.8% | +14.1% |
| 3M | -0.7% | +3.5% | -4.2% | -2.3% |
| 6M | +31.3% | +0.7% | +30.6% | +28.6% |
| YTD | +45.7% | -13.4% | +59.1% | +47.3% |
| 1Y | +52.1% | -7.7% | +59.8% | +50.5% |
| 3Y | +158.2% | +74.4% | +83.8% | +84.6% |
| 5Y | +213.8% | +5.3% | +208.4% | +145.8% |
| 10Y | +367.0% | +4.7% | +362.4% | +161.7% |
| All | +367.0% | +7.3% | +359.7% | +161.7% |
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