+246.7%
GM vs USFD
+167.5%
+79.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +1.0% | +3.0% |
| 7D | -0.3% | +3.9% | -4.2% | -1.6% |
| 30D | +8.4% | +12.8% | -4.5% | +4.0% |
| 3M | +2.6% | +1.0% | +1.6% | +2.1% |
| 6M | +14.3% | +30.3% | -16.0% | +3.5% |
| YTD | +11.0% | +46.0% | -35.0% | -5.2% |
| 1Y | +27.8% | +49.6% | -21.8% | +7.9% |
| 3Y | +246.7% | +166.3% | +80.4% | +127.5% |
| All | +246.7% | +167.5% | +79.2% | +127.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling