+261.6%
USFD vs GGLL
+217.5%
+44.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -1.7% |
| 7D | +1.3% | +11.5% | -10.2% | +0.2% |
| 30D | +10.6% | -31.2% | +41.8% | +14.2% |
| 3M | -2.4% | -28.7% | +26.2% | +0.3% |
| 6M | +28.9% | -47.2% | +76.1% | +35.9% |
| YTD | +43.7% | -24.3% | +68.0% | +43.5% |
| 1Y | +48.5% | -12.0% | +60.5% | +45.0% |
| 3Y | +154.7% | +169.6% | -14.9% | +97.4% |
| All | +261.6% | +217.5% | +44.1% | +166.1% |
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