-18.7%
GRAB vs USFD
+149.2%
-167.9%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -5.5% | -1.0% | -4.7% |
| 7D | -13.9% | -7.0% | -6.9% | -11.8% |
| 30D | -17.2% | -10.3% | -6.9% | -14.3% |
| 3M | -7.9% | +9.2% | -17.1% | -10.6% |
| 6M | -23.2% | +7.4% | -30.6% | -25.2% |
| YTD | -39.1% | +29.4% | -68.5% | -45.4% |
| 1Y | -42.5% | +24.8% | -67.4% | -47.9% |
| All | -18.7% | +149.2% | -167.9% | -40.9% |
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