+15.5%
GEHC vs USFD
+198.4%
-182.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.1% |
| 7D | -4.0% | -3.0% | -1.0% | -3.0% |
| 30D | -2.0% | +3.5% | -5.5% | -3.3% |
| 3M | +8.0% | +26.6% | -18.6% | -1.1% |
| 6M | -12.8% | +11.7% | -24.5% | -16.6% |
| YTD | -15.9% | +38.1% | -54.1% | -27.2% |
| 1Y | -6.9% | +33.4% | -40.3% | -18.3% |
| 3Y | 0.0% | +155.8% | -155.9% | -33.5% |
| All | +15.5% | +198.4% | -182.9% | -25.5% |
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