+380.7%
GH vs USFD
+267.9%
+112.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -8.2% | -0.2% | -8.0% | -8.1% |
| 30D | -4.9% | +12.3% | -17.3% | -8.6% |
| 3M | -6.2% | -0.7% | -5.5% | -6.5% |
| 6M | +60.0% | +31.3% | +28.8% | +45.2% |
| YTD | +51.5% | +45.7% | +5.8% | +31.2% |
| 1Y | +58.4% | +52.1% | +6.3% | +35.2% |
| 3Y | +617.2% | +158.2% | +459.0% | +415.5% |
| 5Y | +47.0% | +213.8% | -166.7% | +0.1% |
| All | +380.7% | +267.9% | +112.8% | +210.7% |
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