+251.1%
GM vs USFD
+352.6%
-101.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -3.8% | -0.2% | -3.7% | -3.7% |
| 30D | +7.9% | +12.3% | -4.4% | +2.4% |
| 3M | -0.3% | -0.7% | +0.4% | -0.3% |
| 6M | +18.6% | +31.3% | -12.7% | +4.2% |
| YTD | +10.0% | +45.7% | -35.7% | -8.7% |
| 1Y | +25.9% | +52.1% | -26.2% | +2.3% |
| 3Y | +241.2% | +158.2% | +83.0% | +114.8% |
| 5Y | +50.0% | +213.8% | -163.7% | -13.9% |
| 10Y | +215.1% | +367.0% | -151.9% | +39.0% |
| All | +251.1% | +352.6% | -101.5% | +53.8% |
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