+50.4%
USFD vs GFI
-13.2%
+63.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +1.7% | -8.7% | +10.4% | +2.3% |
| 30D | +10.2% | +0.6% | +9.6% | +10.0% |
| 3M | -1.5% | -7.5% | +6.0% | -1.4% |
| 6M | +27.3% | -18.3% | +45.7% | +28.5% |
| YTD | +44.0% | -13.8% | +57.8% | +36.6% |
| 1Y | +50.4% | -8.8% | +59.2% | +39.0% |
| All | +50.4% | -13.2% | +63.6% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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