+52.3%
GM vs USFD
+34.2%
+18.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +1.7% | -3.0% | +4.7% | +2.4% |
| 30D | -1.6% | +3.5% | -5.1% | -2.3% |
| 3M | +5.7% | +26.6% | -20.9% | -0.4% |
| 6M | +12.2% | +11.7% | +0.5% | +8.8% |
| YTD | +8.4% | +38.1% | -29.7% | -1.0% |
| 1Y | +52.3% | +33.4% | +18.9% | +39.9% |
| All | +52.3% | +34.2% | +18.1% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling