+231.3%
GM vs USFD
+306.5%
-75.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.5% | +3.1% | +0.1% |
| 7D | -1.1% | -7.0% | +5.9% | +2.1% |
| 30D | -4.6% | -10.3% | +5.7% | 0.0% |
| 3M | +0.2% | +9.2% | -9.0% | -4.2% |
| 6M | +12.6% | +7.4% | +5.2% | +8.1% |
| YTD | +3.7% | +29.4% | -25.7% | -9.2% |
| 1Y | +45.6% | +24.8% | +20.8% | +29.1% |
| 3Y | +162.0% | +150.0% | +12.0% | +66.8% |
| 5Y | +80.5% | +195.5% | -115.0% | +6.0% |
| 10Y | +231.3% | +315.7% | -84.4% | +50.6% |
| All | +231.3% | +306.5% | -75.2% | +50.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling