+362.2%
USFD vs GPC
+85.6%
+276.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.6% |
| 7D | +3.0% | +1.6% | +1.4% | +2.1% |
| 30D | +11.1% | -2.1% | +13.1% | +12.2% |
| 3M | -0.3% | -6.8% | +6.5% | +3.4% |
| 6M | +15.9% | +18.6% | -2.7% | +3.1% |
| YTD | +41.6% | +2.7% | +38.9% | +34.8% |
| 1Y | +49.4% | +1.8% | +47.6% | +42.6% |
| 3Y | +157.8% | +1.1% | +156.8% | +130.8% |
| 5Y | +176.6% | +4.1% | +172.6% | +132.8% |
| All | +362.2% | +85.6% | +276.6% | +156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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