+163.8%
GE vs USFD
+329.0%
-165.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.2% |
| 7D | -1.6% | -3.0% | +1.4% | -0.5% |
| 30D | -11.6% | +3.5% | -15.1% | -12.9% |
| 3M | +3.0% | +26.6% | -23.6% | -6.4% |
| 6M | -0.5% | +11.7% | -12.2% | -5.4% |
| YTD | +9.7% | +38.1% | -28.4% | -4.4% |
| 1Y | +20.0% | +33.4% | -13.3% | +5.6% |
| 3Y | +275.8% | +155.8% | +120.0% | +155.6% |
| 5Y | +429.1% | +214.0% | +215.0% | +225.9% |
| 10Y | +151.2% | +320.4% | -169.2% | +33.8% |
| All | +163.8% | +329.0% | -165.2% | +39.7% |
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