+49.8%
USFD vs GDDY
-11.8%
+61.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.3% | +4.2% | +8.5% |
| 7D | +7.8% | +11.1% | -3.2% | +8.1% |
| 30D | +16.2% | +18.6% | -2.5% | +16.8% |
| 3M | +11.0% | +32.8% | -21.8% | +12.5% |
| 6M | +20.7% | +34.0% | -13.3% | +23.2% |
| YTD | +46.0% | -4.6% | +50.6% | +46.1% |
| 1Y | +49.8% | -12.5% | +62.3% | +48.6% |
| All | +49.8% | -11.8% | +61.6% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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