+317.7%
USFD vs GPC
+95.5%
+222.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -1.0% |
| 7D | -3.0% | +1.2% | -4.2% | -3.7% |
| 30D | +3.5% | +6.0% | -2.4% | +0.1% |
| 3M | +26.6% | +42.6% | -16.1% | +2.0% |
| 6M | +11.7% | +22.8% | -11.1% | -2.3% |
| YTD | +38.1% | +15.5% | +22.7% | +23.5% |
| 1Y | +33.4% | +2.0% | +31.3% | +28.1% |
| 3Y | +155.8% | -1.4% | +157.2% | +136.1% |
| 5Y | +214.0% | +30.6% | +183.4% | +129.2% |
| 10Y | +320.4% | +80.6% | +239.8% | +127.2% |
| All | +317.7% | +95.5% | +222.2% | +125.5% |
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