-32.3%
GRAB vs USFD
+34.2%
-66.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -5.3% | -3.0% | -2.3% | -4.9% |
| 30D | -8.6% | +3.5% | -12.1% | -9.0% |
| 3M | -1.2% | +26.6% | -27.7% | -3.9% |
| 6M | -16.6% | +11.7% | -28.3% | -17.6% |
| YTD | -31.5% | +38.1% | -69.6% | -35.3% |
| 1Y | -32.3% | +33.4% | -65.7% | -37.1% |
| All | -32.3% | +34.2% | -66.5% | -37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling