+36.6%
GH vs USFD
+188.3%
-151.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -15.6% | +3.0% | -18.6% | -17.5% |
| 30D | -10.4% | +11.1% | -21.4% | -16.5% |
| 3M | -4.3% | -0.3% | -4.0% | -5.1% |
| 6M | +63.5% | +15.9% | +47.7% | +44.9% |
| YTD | +47.7% | +41.6% | +6.1% | +9.6% |
| 1Y | +56.7% | +49.4% | +7.4% | +11.3% |
| 3Y | +443.9% | +157.8% | +286.0% | +139.4% |
| All | +36.6% | +188.3% | -151.7% | -46.8% |
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