+177.4%
USFD vs GTLB
-47.1%
+224.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.5% |
| 7D | -3.0% | +11.1% | -14.1% | -4.1% |
| 30D | +3.5% | +37.8% | -34.3% | -0.1% |
| 3M | +26.6% | +61.6% | -35.0% | +19.8% |
| 6M | +11.7% | +98.9% | -87.2% | +2.6% |
| YTD | +38.1% | +32.8% | +5.4% | +32.4% |
| 1Y | +33.4% | +14.7% | +18.7% | +29.4% |
| 3Y | +155.8% | +1.3% | +154.5% | +142.8% |
| All | +177.4% | -47.1% | +224.5% | +148.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling