+174.8%
USFD vs GTLB
-50.0%
+224.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | -0.4% |
| 7D | -3.3% | +4.6% | -7.9% | -3.9% |
| 30D | -5.3% | +21.0% | -26.3% | -7.4% |
| 3M | +18.8% | +51.7% | -32.9% | +13.2% |
| 6M | +14.3% | +89.3% | -75.0% | +5.5% |
| YTD | +36.9% | +25.6% | +11.2% | +31.9% |
| 1Y | +31.7% | -1.5% | +33.3% | +30.2% |
| 3Y | +164.5% | -9.9% | +174.4% | +154.6% |
| All | +174.8% | -50.0% | +224.8% | +147.2% |
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 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