+492.6%
GEV vs USFD
+96.3%
+396.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | -9.8% | +3.0% | -12.7% | -11.1% |
| 30D | -22.3% | +11.1% | -33.4% | -26.2% |
| 3M | -22.6% | -0.3% | -22.3% | -22.9% |
| 6M | -30.7% | +15.9% | -46.6% | -36.7% |
| YTD | +18.7% | +41.6% | -22.9% | -6.9% |
| 1Y | +41.0% | +49.4% | -8.4% | +5.9% |
| All | +492.6% | +96.3% | +396.4% | +266.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling