+627.7%
GEV vs USFD
+79.3%
+548.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.5% | +3.4% | +0.4% |
| 7D | +3.2% | -7.0% | +10.2% | +6.5% |
| 30D | -4.0% | -10.3% | +6.3% | +0.7% |
| 3M | +3.4% | +9.2% | -5.8% | -2.8% |
| 6M | +14.7% | +7.4% | +7.3% | +8.4% |
| YTD | +45.8% | +29.4% | +16.4% | +19.6% |
| 1Y | +57.4% | +24.8% | +32.5% | +31.9% |
| All | +627.7% | +79.3% | +548.4% | +370.5% |
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 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