+59.6%
GM vs USFD
+204.0%
-144.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +1.0% | +2.4% |
| 7D | -0.3% | +3.9% | -4.2% | -2.4% |
| 30D | +8.4% | +12.8% | -4.5% | +1.4% |
| 3M | +2.6% | +1.0% | +1.6% | +1.7% |
| 6M | +14.3% | +30.3% | -16.0% | -2.4% |
| YTD | +11.0% | +46.0% | -35.0% | -13.1% |
| 1Y | +27.8% | +49.6% | -21.8% | -1.6% |
| 3Y | +246.7% | +166.3% | +80.4% | +76.4% |
| 5Y | +59.6% | +208.4% | -148.8% | -28.4% |
| All | +59.6% | +204.0% | -144.4% | -28.4% |
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 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