+154.2%
USFD vs GTLB
-50.1%
+204.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.7% |
| 7D | -8.4% | -5.7% | -2.7% | -7.8% |
| 30D | -14.1% | +15.1% | -29.2% | -15.5% |
| 3M | +4.5% | +65.5% | -61.0% | -1.3% |
| 6M | +4.4% | +102.9% | -98.5% | -4.4% |
| YTD | +26.6% | +25.2% | +1.4% | +22.0% |
| 1Y | +19.4% | -5.5% | +24.9% | +18.6% |
| 3Y | +144.6% | -10.9% | +155.5% | +135.8% |
| All | +154.2% | -50.1% | +204.3% | +128.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling