+162.8%
USFD vs GGLL
+245.5%
-82.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +2.0% | -0.2% |
| 7D | -3.0% | -4.8% | +1.8% | -2.6% |
| 30D | +3.5% | -13.7% | +17.2% | +4.7% |
| 3M | +26.6% | -21.9% | +48.4% | +28.3% |
| 6M | +11.7% | +11.7% | 0.0% | +8.8% |
| YTD | +38.1% | +2.3% | +35.9% | +35.4% |
| 1Y | +33.4% | +76.2% | -42.8% | +22.7% |
| All | +162.8% | +245.5% | -82.7% | +113.7% |
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 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