+71.8%
GH vs USFD
+49.6%
+22.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +8.5% | -12.1% | -2.8% |
| 7D | -7.7% | +7.8% | -15.5% | -6.9% |
| 30D | -10.0% | +16.2% | -26.1% | -8.8% |
| 3M | +5.5% | +11.0% | -5.5% | +7.2% |
| 6M | +84.9% | +20.7% | +64.2% | +89.0% |
| YTD | +65.0% | +46.0% | +19.1% | +59.4% |
| 1Y | +71.8% | +49.8% | +22.0% | +64.3% |
| All | +71.8% | +49.6% | +22.2% | +64.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling