+120.7%
GOOGL vs USFD
+159.2%
-38.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +1.8% | +3.0% | -1.2% | +1.1% |
| 30D | -18.8% | +11.1% | -29.8% | -20.6% |
| 3M | -20.3% | -0.3% | -20.1% | -20.4% |
| 6M | -28.4% | +15.9% | -44.2% | -31.2% |
| YTD | -8.8% | +41.6% | -50.5% | -18.0% |
| 1Y | +0.3% | +49.4% | -49.1% | -11.5% |
| 3Y | +120.7% | +157.8% | -37.1% | +75.9% |
| All | +120.7% | +159.2% | -38.5% | +75.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling