+246.6%
GM vs USFD
+329.0%
-82.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +1.9% | -3.0% | +4.9% | +3.3% |
| 30D | -1.4% | +3.5% | -4.9% | -3.1% |
| 3M | +5.9% | +26.6% | -20.7% | -5.2% |
| 6M | +12.4% | +11.7% | +0.7% | +6.1% |
| YTD | +8.6% | +38.1% | -29.5% | -7.5% |
| 1Y | +52.6% | +33.4% | +19.2% | +31.6% |
| 3Y | +169.7% | +155.8% | +13.8% | +70.6% |
| 5Y | +87.5% | +214.0% | -126.5% | +7.7% |
| 10Y | +233.0% | +320.4% | -87.4% | +50.7% |
| All | +246.6% | +329.0% | -82.5% | +55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling