+620.7%
GEV vs USFD
+91.4%
+529.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +3.3% | -3.0% | +6.3% | +4.7% |
| 30D | -7.5% | +3.5% | -11.0% | -9.1% |
| 3M | -2.2% | +26.6% | -28.7% | -14.9% |
| 6M | +12.1% | +11.7% | +0.4% | +4.6% |
| YTD | +44.4% | +38.1% | +6.3% | +15.1% |
| 1Y | +57.7% | +33.4% | +24.3% | +28.3% |
| All | +620.7% | +91.4% | +529.3% | +352.6% |
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 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