+101.1%
GOOGL vs USFD
+215.4%
-114.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +3.9% | +1.7% | +2.2% | +3.2% |
| 30D | -14.9% | +10.2% | -25.1% | -18.0% |
| 3M | -14.6% | -1.5% | -13.1% | -14.4% |
| 6M | -26.4% | +27.3% | -53.8% | -33.5% |
| YTD | -5.3% | +44.0% | -49.3% | -19.6% |
| 1Y | +6.5% | +50.4% | -43.9% | -11.3% |
| 3Y | +126.0% | +153.6% | -27.5% | +46.2% |
| All | +101.1% | +215.4% | -114.3% | +13.7% |
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