+153.1%
USFD vs GFI
+215.0%
-61.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.7% | +3.4% | -1.1% |
| 7D | +1.3% | -5.4% | +6.7% | +1.6% |
| 30D | +10.6% | -1.5% | +12.1% | +10.6% |
| 3M | -2.4% | -10.2% | +7.7% | -2.2% |
| 6M | +28.9% | -19.3% | +48.2% | +29.6% |
| YTD | +43.7% | -13.7% | +57.5% | +43.3% |
| 1Y | +48.5% | -12.1% | +60.6% | +47.8% |
| All | +153.1% | +215.0% | -61.9% | +138.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling