+256.3%
USFD vs GGLL
+188.6%
+67.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | +3.0% | +3.1% | -0.1% | +2.7% |
| 30D | +11.1% | -36.3% | +47.4% | +15.7% |
| 3M | -0.3% | -40.4% | +40.1% | +4.4% |
| 6M | +15.9% | -54.6% | +70.5% | +24.2% |
| YTD | +41.6% | -31.1% | +72.8% | +42.8% |
| 1Y | +49.4% | -19.2% | +68.6% | +47.0% |
| 3Y | +157.8% | +151.5% | +6.3% | +100.8% |
| All | +256.3% | +188.6% | +67.7% | +164.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling