+216.3%
USFD vs GPC
+30.9%
+185.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | -3.0% | +1.2% | -4.2% | -3.5% |
| 30D | +3.5% | +6.0% | -2.4% | +1.3% |
| 3M | +26.6% | +42.6% | -16.1% | +10.3% |
| 6M | +11.7% | +22.8% | -11.1% | +2.8% |
| YTD | +38.1% | +15.5% | +22.7% | +28.9% |
| 1Y | +33.4% | +2.0% | +31.3% | +30.5% |
| 3Y | +155.8% | -1.4% | +157.2% | +146.2% |
| All | +216.3% | +30.9% | +185.4% | +127.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling