+328.2%
USFD vs GAP
+68.1%
+260.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +4.0% | +1.0% |
| 7D | +3.0% | -3.8% | +6.7% | +4.1% |
| 30D | +11.1% | -9.0% | +20.1% | +13.9% |
| 3M | -0.3% | +5.5% | -5.7% | -2.4% |
| 6M | +15.9% | -11.1% | +27.0% | +17.6% |
| YTD | +41.6% | -13.6% | +55.2% | +43.3% |
| 1Y | +49.4% | -2.9% | +52.3% | +45.7% |
| 3Y | +157.8% | +69.6% | +88.2% | +87.8% |
| 5Y | +176.6% | +5.4% | +171.3% | +117.7% |
| 10Y | +375.4% | +17.8% | +357.5% | +168.5% |
| All | +328.2% | +68.1% | +260.1% | +136.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling