+305.5%
USFD vs GDDY
+207.2%
+98.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.4% |
| 7D | -8.4% | -3.2% | -5.2% | -7.5% |
| 30D | -14.1% | +6.8% | -20.9% | -16.6% |
| 3M | +4.5% | +30.5% | -26.0% | -7.3% |
| 6M | +4.4% | +13.3% | -8.9% | -4.0% |
| YTD | +26.6% | -21.0% | +47.5% | +32.9% |
| 1Y | +19.4% | -34.0% | +53.4% | +34.9% |
| 3Y | +144.6% | +33.1% | +111.5% | +93.0% |
| 5Y | +194.5% | +30.3% | +164.2% | +128.4% |
| All | +305.5% | +207.2% | +98.3% | +130.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling