+195.5%
USFD vs GFI
+512.6%
-317.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.1% | -5.5% |
| 7D | -7.0% | +4.7% | -11.7% | -7.3% |
| 30D | -10.3% | +14.4% | -24.7% | -11.0% |
| 3M | +9.2% | +32.5% | -23.3% | +7.2% |
| 6M | +7.4% | -7.2% | +14.6% | +7.4% |
| YTD | +29.4% | +10.9% | +18.5% | +27.4% |
| 1Y | +24.8% | +35.5% | -10.6% | +21.0% |
| 3Y | +150.0% | +312.1% | -162.1% | +120.2% |
| 5Y | +195.5% | +524.6% | -329.1% | +142.0% |
| All | +195.5% | +512.6% | -317.1% | +142.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling