+186.4%
USFD vs GDDY
+29.8%
+156.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.2% |
| 7D | -8.4% | -3.2% | -5.2% | -7.8% |
| 30D | -14.1% | +6.8% | -20.9% | -15.8% |
| 3M | +4.5% | +30.5% | -26.0% | -3.8% |
| 6M | +4.4% | +13.3% | -8.9% | -1.3% |
| YTD | +26.6% | -21.0% | +47.5% | +34.2% |
| 1Y | +19.4% | -34.0% | +53.4% | +35.1% |
| 3Y | +144.6% | +33.1% | +111.5% | +95.1% |
| All | +186.4% | +29.8% | +156.6% | +143.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling