+49.8%
USFD vs GTLB
+6.1%
+43.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.5% | +8.5% |
| 7D | +7.8% | -9.7% | +17.5% | +7.2% |
| 30D | +16.2% | +1.7% | +14.5% | +16.4% |
| 3M | +11.0% | +43.6% | -32.6% | +14.1% |
| 6M | +20.7% | +113.0% | -92.3% | +28.8% |
| YTD | +46.0% | +39.5% | +6.4% | +56.7% |
| 1Y | +49.8% | +12.6% | +37.2% | +64.2% |
| All | +49.8% | +6.1% | +43.7% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling