+368.5%
GH vs USFD
+257.6%
+110.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -15.6% | +3.0% | -18.6% | -16.6% |
| 30D | -10.4% | +11.1% | -21.4% | -13.5% |
| 3M | -4.3% | -0.3% | -4.0% | -4.7% |
| 6M | +63.5% | +15.9% | +47.7% | +54.2% |
| YTD | +47.7% | +41.6% | +6.1% | +29.0% |
| 1Y | +56.7% | +49.4% | +7.4% | +34.4% |
| 3Y | +443.9% | +157.8% | +286.0% | +290.9% |
| 5Y | +36.9% | +176.6% | -139.7% | -4.4% |
| All | +368.5% | +257.6% | +110.9% | +205.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling