+158.5%
USFD vs GGLL
+157.4%
+1.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +8.4% | +5.1% | +3.3% | +8.0% |
| 30D | +12.7% | -35.5% | +48.2% | +16.0% |
| 3M | +1.1% | -39.2% | +40.3% | +4.4% |
| 6M | +30.2% | -54.4% | +84.5% | +37.0% |
| YTD | +45.8% | -29.8% | +75.7% | +46.3% |
| 1Y | +51.9% | -20.4% | +72.3% | +50.2% |
| 3Y | +158.5% | +149.7% | +8.7% | +121.2% |
| All | +158.5% | +157.4% | +1.1% | +121.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling