+218.4%
USFD vs GAP
+3.6%
+214.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | +1.3% | -5.2% | +6.5% | +2.3% |
| 30D | +10.6% | -6.9% | +17.5% | +11.9% |
| 3M | -2.4% | +5.7% | -8.1% | -3.7% |
| 6M | +28.9% | +0.9% | +28.0% | +27.4% |
| YTD | +43.7% | -14.5% | +58.2% | +45.4% |
| 1Y | +48.5% | -12.1% | +60.6% | +49.2% |
| 3Y | +154.7% | +72.2% | +82.6% | +105.6% |
| 5Y | +218.4% | +4.5% | +213.8% | +155.2% |
| All | +218.4% | +3.6% | +214.8% | +155.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling