+31.7%
USFD vs GAP
-3.2%
+34.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -3.3% | +1.7% | -5.1% | -3.5% |
| 30D | -5.3% | +9.3% | -14.6% | -6.1% |
| 3M | +18.8% | +6.1% | +12.7% | +18.0% |
| 6M | +14.3% | -2.3% | +16.6% | +14.2% |
| YTD | +36.9% | -10.6% | +47.5% | +37.2% |
| 1Y | +31.7% | -4.4% | +36.1% | +28.9% |
| All | +31.7% | -3.2% | +34.9% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling