+162.8%
USFD vs GTLB
+0.5%
+162.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.4% |
| 7D | -3.0% | +11.1% | -14.1% | -3.5% |
| 30D | +3.5% | +37.8% | -34.3% | +1.7% |
| 3M | +26.6% | +61.6% | -35.0% | +23.1% |
| 6M | +11.7% | +98.9% | -87.2% | +7.0% |
| YTD | +38.1% | +32.8% | +5.4% | +36.7% |
| 1Y | +33.4% | +14.7% | +18.7% | +33.3% |
| All | +162.8% | +0.5% | +162.3% | +157.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling