+328.9%
USFD vs GPC
+76.1%
+252.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.3% | -1.9% |
| 7D | +3.9% | +1.7% | +2.2% | +3.0% |
| 30D | +10.7% | -2.3% | +13.0% | +12.0% |
| 3M | +6.3% | -4.5% | +10.8% | +8.7% |
| 6M | +16.2% | +21.6% | -5.3% | +2.2% |
| YTD | +41.9% | +4.0% | +37.8% | +34.2% |
| 1Y | +44.2% | +3.5% | +40.7% | +36.5% |
| 3Y | +159.8% | +2.1% | +157.6% | +131.9% |
| 5Y | +177.1% | +5.5% | +171.6% | +132.9% |
| 10Y | +376.2% | +90.7% | +285.4% | +168.9% |
| All | +328.9% | +76.1% | +252.8% | +145.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling