+335.4%
USFD vs GFI
+1,180.2%
-844.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +1.7% | -8.7% | +10.4% | +2.1% |
| 30D | +10.2% | +0.6% | +9.6% | +10.1% |
| 3M | -1.5% | -7.5% | +6.0% | -1.3% |
| 6M | +27.3% | -18.3% | +45.7% | +28.1% |
| YTD | +44.0% | -13.8% | +57.8% | +43.8% |
| 1Y | +50.4% | -8.8% | +59.2% | +49.7% |
| 3Y | +153.6% | +215.8% | -62.3% | +133.7% |
| 5Y | +219.0% | +301.2% | -82.2% | +185.2% |
| 10Y | +361.5% | +1,284.4% | -922.9% | +315.3% |
| All | +335.4% | +1,180.2% | -844.9% | +289.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling