+152.0%
GE vs USFD
+359.9%
-208.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +2.7% | +1.7% | +1.0% | +2.0% |
| 30D | +8.1% | +10.2% | -2.1% | +4.0% |
| 3M | -7.9% | -1.5% | -6.4% | -7.6% |
| 6M | +12.9% | +27.3% | -14.4% | +2.1% |
| YTD | +8.2% | +44.0% | -35.8% | -7.6% |
| 1Y | +9.7% | +50.4% | -40.7% | -8.0% |
| 3Y | +266.1% | +153.6% | +112.5% | +149.0% |
| 5Y | +407.4% | +219.0% | +188.4% | +209.5% |
| All | +152.0% | +359.9% | -208.0% | +31.8% |
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