+153.3%
GE vs USFD
+339.9%
-186.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.8% |
| 7D | +7.1% | +3.0% | +4.2% | +5.8% |
| 30D | +6.5% | +11.1% | -4.6% | +2.2% |
| 3M | -13.6% | -0.3% | -13.3% | -13.8% |
| 6M | +6.0% | +15.9% | -9.9% | -0.7% |
| YTD | +5.4% | +41.6% | -36.2% | -9.3% |
| 1Y | +6.5% | +49.4% | -42.9% | -10.4% |
| 3Y | +268.6% | +157.8% | +110.7% | +149.8% |
| 5Y | +389.0% | +176.6% | +212.4% | +215.0% |
| 10Y | +163.3% | +375.4% | -212.0% | +38.1% |
| All | +153.3% | +339.9% | -186.6% | +32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling