+142.4%
GILD vs USFD
+192.2%
-49.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.6% |
| 7D | -4.8% | -8.4% | +3.5% | -3.4% |
| 30D | +5.8% | -14.1% | +19.8% | +8.5% |
| 3M | +14.9% | +4.5% | +10.4% | +13.9% |
| 6M | -0.4% | +4.4% | -4.7% | -1.4% |
| YTD | +18.5% | +26.6% | -8.0% | +12.7% |
| 1Y | +25.1% | +19.4% | +5.7% | +20.2% |
| 3Y | +105.9% | +144.6% | -38.7% | +73.4% |
| All | +142.4% | +192.2% | -49.7% | +96.6% |
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