+38.6%
GEHC vs USFD
+214.7%
-176.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | -3.7% | -0.2% | -3.6% | -3.7% |
| 30D | +22.0% | +12.3% | +9.7% | +17.0% |
| 3M | +13.6% | -0.7% | +14.3% | +13.6% |
| 6M | +34.0% | +31.3% | +2.8% | +20.9% |
| YTD | +0.9% | +45.7% | -44.8% | -14.4% |
| 1Y | +12.7% | +52.1% | -39.4% | -6.4% |
| 3Y | +19.4% | +158.2% | -138.8% | -20.7% |
| All | +38.6% | +214.7% | -176.2% | -12.4% |
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