+158.3%
USFD vs GPC
+2.3%
+156.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.3% | -2.4% |
| 7D | +3.9% | +1.7% | +2.2% | +3.5% |
| 30D | +10.7% | -2.3% | +13.0% | +11.3% |
| 3M | +6.3% | -4.5% | +10.8% | +7.5% |
| 6M | +16.2% | +21.6% | -5.3% | +10.3% |
| YTD | +41.9% | +4.0% | +37.8% | +38.9% |
| 1Y | +44.2% | +3.5% | +40.7% | +41.2% |
| All | +158.3% | +2.3% | +156.0% | +151.0% |
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