+570.3%
GH vs USFD
+156.3%
+414.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | +0.6% | +1.7% | -1.1% | +0.1% |
| 30D | -6.9% | +10.2% | -17.1% | -10.0% |
| 3M | -4.9% | -1.5% | -3.4% | -4.3% |
| 6M | +54.1% | +27.3% | +26.7% | +39.1% |
| YTD | +48.5% | +44.0% | +4.5% | +20.6% |
| 1Y | +61.2% | +50.4% | +10.8% | +27.0% |
| 3Y | +570.3% | +153.6% | +416.8% | +201.2% |
| All | +570.3% | +156.3% | +414.1% | +201.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling