+157.4%
GE vs USFD
+369.2%
-211.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +5.4% | +8.4% | -3.0% | +2.2% |
| 30D | +9.6% | +12.7% | -3.1% | +4.6% |
| 3M | -7.7% | +1.1% | -8.8% | -8.4% |
| 6M | +14.0% | +30.2% | -16.1% | +2.2% |
| YTD | +10.2% | +45.8% | -35.7% | -6.3% |
| 1Y | +8.9% | +51.9% | -43.0% | -9.0% |
| 3Y | +273.7% | +158.5% | +115.2% | +152.3% |
| 5Y | +410.2% | +208.0% | +202.2% | +215.1% |
| 10Y | +157.4% | +376.6% | -219.1% | +33.4% |
| All | +157.4% | +369.2% | -211.8% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling