+157.8%
USFD vs GAP
+67.6%
+90.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +4.0% | +0.3% |
| 7D | +3.0% | -3.8% | +6.7% | +3.4% |
| 30D | +11.1% | -9.0% | +20.1% | +12.2% |
| 3M | -0.3% | +5.5% | -5.7% | -1.0% |
| 6M | +15.9% | -11.1% | +27.0% | +16.8% |
| YTD | +41.6% | -13.6% | +55.2% | +42.6% |
| 1Y | +49.4% | -2.9% | +52.3% | +48.3% |
| 3Y | +157.8% | +69.6% | +88.2% | +146.8% |
| All | +157.8% | +67.6% | +90.3% | +146.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling