+256.9%
USFD vs GGLL
+184.7%
+72.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.5% | +1.7% | -2.3% |
| 7D | +3.9% | -1.3% | +5.2% | +4.1% |
| 30D | +10.7% | -36.3% | +46.9% | +15.3% |
| 3M | +6.3% | -42.7% | +49.0% | +11.8% |
| 6M | +16.2% | -53.1% | +69.3% | +24.0% |
| YTD | +41.9% | -32.1% | +73.9% | +43.3% |
| 1Y | +44.2% | -20.1% | +64.3% | +42.1% |
| 3Y | +159.8% | +151.7% | +8.1% | +102.0% |
| All | +256.9% | +184.7% | +72.2% | +165.7% |
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