Your diagram shows them series wired.
But they are not series wired! All of the neutral (white, grounded) terminals are in parallel, and all of the hot (black, line) terminals are in parallel. A "series" of outlets in a branch circuit does not mean they are wired in series!
I can't imagine how you would wire multiple outlets to the line side of a GFCI outlet, since there are only two pair of screw terminals on the back, one for line side, the other for load; and, you shouldn't be putting two wires under a screw head. If you are feed multiple runs of wire from a single breaker in the panel, that's not a good idea, either. The question is, why would you do it? The instructions with the GFCI outlet are pretty clear about this, why would you do otherwise for less protection?