+16.5%
GEHC vs USFD
+159.2%
-142.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | +7.6% | +3.0% | +4.6% | +6.4% |
| 30D | +27.5% | +11.1% | +16.4% | +22.8% |
| 3M | +17.2% | -0.3% | +17.5% | +17.1% |
| 6M | +33.6% | +15.9% | +17.7% | +26.0% |
| YTD | +0.6% | +41.6% | -41.0% | -14.4% |
| 1Y | +11.3% | +49.4% | -38.1% | -8.2% |
| 3Y | +16.5% | +157.8% | -141.3% | -27.3% |
| All | +16.5% | +159.2% | -142.7% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling