+643.2%
GEV vs USFD
+89.7%
+553.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.5% |
| 7D | +8.1% | -3.3% | +11.4% | +9.7% |
| 30D | -1.9% | -5.3% | +3.4% | +0.5% |
| 3M | +4.1% | +18.8% | -14.7% | -6.1% |
| 6M | +23.2% | +14.3% | +8.9% | +13.2% |
| YTD | +48.9% | +36.9% | +12.0% | +19.2% |
| 1Y | +62.2% | +31.7% | +30.5% | +32.9% |
| All | +643.2% | +89.7% | +553.5% | +368.6% |
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