+92.9%
GOOGL vs USFD
+188.3%
-95.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +1.8% | +3.0% | -1.2% | +0.6% |
| 30D | -18.8% | +11.1% | -29.8% | -21.9% |
| 3M | -20.3% | -0.3% | -20.1% | -20.6% |
| 6M | -28.4% | +15.9% | -44.2% | -32.9% |
| YTD | -8.8% | +41.6% | -50.5% | -22.0% |
| 1Y | +0.3% | +49.4% | -49.1% | -16.2% |
| 3Y | +120.7% | +157.8% | -37.1% | +42.0% |
| All | +92.9% | +188.3% | -95.4% | +11.4% |
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