+357.1%
GH vs USFD
+156.9%
+200.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -0.1% | -3.0% | +3.0% | +1.2% |
| 30D | -1.1% | +3.5% | -4.6% | -2.5% |
| 3M | +21.3% | +26.6% | -5.3% | +9.2% |
| 6M | +73.5% | +11.7% | +61.8% | +64.7% |
| YTD | +58.0% | +38.1% | +19.9% | +30.0% |
| 1Y | +163.1% | +33.4% | +129.7% | +120.0% |
| All | +357.1% | +156.9% | +200.2% | +117.7% |
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 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