+750.9%
GOOGL vs USFD
+322.5%
+428.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +1.1% | -3.3% | +4.4% | +1.9% |
| 30D | -4.4% | -5.3% | +0.9% | -3.2% |
| 3M | -6.8% | +18.8% | -25.6% | -11.0% |
| 6M | +13.6% | +14.3% | -0.7% | +9.3% |
| YTD | +8.3% | +36.9% | -28.6% | -0.8% |
| 1Y | +44.9% | +31.7% | +13.2% | +33.8% |
| 3Y | +150.5% | +164.5% | -14.0% | +93.2% |
| 5Y | +137.7% | +212.6% | -74.9% | +74.3% |
| 10Y | +750.9% | +329.7% | +421.2% | +457.3% |
| All | +750.9% | +322.5% | +428.4% | +457.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling