+382.5%
GH vs USFD
+268.3%
+114.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | -11.2% | +8.4% | -19.6% | -13.5% |
| 30D | -7.2% | +12.7% | -20.0% | -10.9% |
| 3M | -7.1% | +1.1% | -8.2% | -7.9% |
| 6M | +62.3% | +30.2% | +32.2% | +47.7% |
| YTD | +52.1% | +45.8% | +6.3% | +31.7% |
| 1Y | +58.6% | +51.9% | +6.7% | +35.4% |
| 3Y | +619.9% | +158.5% | +461.4% | +417.3% |
| 5Y | +49.7% | +208.0% | -158.3% | +2.2% |
| All | +382.5% | +268.3% | +114.2% | +211.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling