+534.9%
GEV vs USFD
+102.3%
+432.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.1% | +4.1% | +6.0% |
| 7D | -3.8% | +3.9% | -7.7% | -5.4% |
| 30D | -17.4% | +12.8% | -30.2% | -21.9% |
| 3M | -16.2% | +1.0% | -17.2% | -16.8% |
| 6M | -20.2% | +30.3% | -50.4% | -31.4% |
| YTD | +27.2% | +46.0% | -18.8% | -1.3% |
| 1Y | +44.6% | +49.6% | -5.1% | +9.7% |
| All | +534.9% | +102.3% | +432.6% | +288.1% |
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