+82.8%
GM vs USFD
+214.9%
-132.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.8% |
| 7D | +0.4% | -3.3% | +3.7% | +2.2% |
| 30D | -1.8% | -5.3% | +3.5% | +1.0% |
| 3M | +2.6% | +18.8% | -16.2% | -7.3% |
| 6M | +14.6% | +14.3% | +0.3% | +5.3% |
| YTD | +6.2% | +36.9% | -30.7% | -13.2% |
| 1Y | +48.7% | +31.7% | +17.0% | +23.8% |
| 3Y | +168.3% | +164.5% | +3.8% | +39.1% |
| 5Y | +82.8% | +212.6% | -129.8% | -15.6% |
| All | +82.8% | +214.9% | -132.1% | -15.6% |
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