+153.6%
USFD vs GPC
+0.2%
+153.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +1.7% | +0.4% | +1.2% | +1.6% |
| 30D | +10.2% | -6.3% | +16.5% | +12.0% |
| 3M | -1.5% | -8.2% | +6.7% | +0.6% |
| 6M | +27.3% | +27.1% | +0.3% | +19.5% |
| YTD | +44.0% | +3.1% | +40.9% | +41.4% |
| 1Y | +50.4% | +0.1% | +50.3% | +48.6% |
| 3Y | +153.6% | +0.2% | +153.3% | +149.9% |
| All | +153.6% | +0.2% | +153.4% | +149.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling