+150.0%
USFD vs GFI
+304.2%
-154.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.1% | -5.5% |
| 7D | -7.0% | +4.7% | -11.7% | -7.2% |
| 30D | -10.3% | +14.4% | -24.7% | -10.8% |
| 3M | +9.2% | +32.5% | -23.3% | +7.9% |
| 6M | +7.4% | -7.2% | +14.6% | +7.4% |
| YTD | +29.4% | +10.9% | +18.5% | +28.0% |
| 1Y | +24.8% | +35.5% | -10.6% | +22.3% |
| All | +150.0% | +304.2% | -154.2% | +133.9% |
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