+401.3%
GH vs USFD
+248.8%
+152.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -0.1% | -3.0% | +3.0% | +0.9% |
| 30D | -1.1% | +3.5% | -4.6% | -2.3% |
| 3M | +21.3% | +26.6% | -5.3% | +12.1% |
| 6M | +73.5% | +11.7% | +61.8% | +66.4% |
| YTD | +58.0% | +38.1% | +19.9% | +40.0% |
| 1Y | +163.1% | +33.4% | +129.7% | +135.1% |
| 3Y | +361.0% | +155.8% | +205.2% | +234.1% |
| 5Y | +22.5% | +214.0% | -191.5% | -15.9% |
| All | +401.3% | +248.8% | +152.5% | +231.4% |
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