+22.1%
GH vs USFD
+215.8%
-193.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -0.1% | -3.0% | +3.0% | +1.8% |
| 30D | -1.1% | +3.5% | -4.6% | -3.3% |
| 3M | +21.3% | +26.6% | -5.3% | +4.3% |
| 6M | +73.5% | +11.7% | +61.8% | +60.0% |
| YTD | +58.0% | +38.1% | +19.9% | +23.3% |
| 1Y | +163.1% | +33.4% | +129.7% | +108.8% |
| 3Y | +361.0% | +155.8% | +205.2% | +122.2% |
| All | +22.1% | +215.8% | -193.7% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling