+192.6%
USFD vs GTLB
-49.8%
+242.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.2% |
| 7D | -0.2% | -9.6% | +9.5% | +0.8% |
| 30D | +12.3% | -15.5% | +27.8% | +14.1% |
| 3M | -0.7% | +12.4% | -13.1% | -2.3% |
| 6M | +31.3% | +84.6% | -53.3% | +21.8% |
| YTD | +45.7% | +26.1% | +19.6% | +40.1% |
| 1Y | +52.1% | +1.7% | +50.4% | +49.9% |
| 3Y | +158.2% | +6.1% | +152.2% | +143.4% |
| 5Y | +213.8% | -61.1% | +274.9% | +185.3% |
| All | +192.6% | -49.8% | +242.4% | +162.5% |
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