+162.4%
GE vs USFD
+368.6%
-206.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.7% | +2.6% |
| 7D | +6.3% | +3.9% | +2.3% | +4.6% |
| 30D | +8.9% | +12.8% | -4.0% | +3.8% |
| 3M | -9.2% | +1.0% | -10.2% | -9.8% |
| 6M | +13.2% | +30.3% | -17.0% | +1.5% |
| YTD | +9.4% | +46.0% | -36.6% | -7.0% |
| 1Y | +9.8% | +49.6% | -39.8% | -7.7% |
| 3Y | +278.2% | +166.3% | +111.9% | +152.6% |
| 5Y | +396.0% | +208.4% | +187.6% | +206.3% |
| 10Y | +162.4% | +371.2% | -208.9% | +38.3% |
| All | +162.4% | +368.6% | -206.3% | +38.3% |
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