+680.2%
GOOGL vs USFD
+339.9%
+340.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +1.8% | +3.0% | -1.2% | +1.0% |
| 30D | -18.8% | +11.1% | -29.8% | -20.9% |
| 3M | -20.3% | -0.3% | -20.1% | -20.5% |
| 6M | -28.4% | +15.9% | -44.2% | -31.4% |
| YTD | -8.8% | +41.6% | -50.5% | -17.3% |
| 1Y | +0.3% | +49.4% | -49.1% | -10.3% |
| 3Y | +120.7% | +157.8% | -37.1% | +71.4% |
| 5Y | +93.1% | +176.6% | -83.5% | +45.1% |
| 10Y | +636.1% | +375.4% | +260.8% | +386.8% |
| All | +680.2% | +339.9% | +340.4% | +414.9% |
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 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