+31.7%
USFD vs GTLB
+2.8%
+28.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | -1.3% |
| 7D | -3.3% | +4.6% | -7.9% | -3.0% |
| 30D | -5.3% | +21.0% | -26.3% | -4.0% |
| 3M | +18.8% | +51.7% | -32.9% | +22.2% |
| 6M | +14.3% | +89.3% | -75.0% | +20.9% |
| YTD | +36.9% | +25.6% | +11.2% | +43.4% |
| 1Y | +31.7% | -1.5% | +33.3% | +40.5% |
| All | +31.7% | +2.8% | +28.9% | +40.5% |
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 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