+184.4%
USFD vs GTLB
-49.0%
+233.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.7% | 0.0% |
| 7D | +3.0% | -11.1% | +14.0% | +4.2% |
| 30D | +11.1% | -7.5% | +18.6% | +11.8% |
| 3M | -0.3% | +34.8% | -35.1% | -3.7% |
| 6M | +15.9% | +98.0% | -82.1% | +6.7% |
| YTD | +41.6% | +28.1% | +13.5% | +35.9% |
| 1Y | +49.4% | +5.6% | +43.8% | +46.6% |
| 3Y | +157.8% | +15.9% | +141.9% | +140.2% |
| 5Y | +176.6% | -61.1% | +237.7% | +151.4% |
| All | +184.4% | -49.0% | +233.4% | +154.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling