+33.4%
USFD vs GDDY
-29.3%
+62.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | -0.4% |
| 7D | -3.0% | +3.7% | -6.7% | -2.9% |
| 30D | +3.5% | +10.4% | -6.9% | +4.0% |
| 3M | +26.6% | +19.4% | +7.2% | +28.2% |
| 6M | +11.7% | +14.3% | -2.6% | +13.1% |
| YTD | +38.1% | -18.4% | +56.5% | +42.1% |
| 1Y | +33.4% | -30.1% | +63.5% | +40.5% |
| All | +33.4% | -29.3% | +62.7% | +40.5% |
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