+399.9%
GH vs USFD
+245.6%
+154.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -2.1% | -3.3% | +1.3% | -1.0% |
| 30D | -4.5% | -5.3% | +0.9% | -2.8% |
| 3M | +28.9% | +18.8% | +10.1% | +21.6% |
| 6M | +76.5% | +14.3% | +62.2% | +68.0% |
| YTD | +57.6% | +36.9% | +20.7% | +40.0% |
| 1Y | +167.5% | +31.7% | +135.8% | +140.0% |
| 3Y | +377.4% | +164.5% | +212.9% | +242.6% |
| 5Y | +23.8% | +212.6% | -188.8% | -14.9% |
| All | +399.9% | +245.6% | +154.3% | +231.5% |
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