-80.5%
GRAB vs USFD
+207.9%
-288.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | +5.7% | +12.3% | -6.6% | -0.1% |
| 3M | -11.0% | -0.7% | -10.3% | -11.0% |
| 6M | -8.8% | +31.3% | -40.0% | -20.6% |
| YTD | -33.3% | +45.7% | -79.0% | -46.0% |
| 1Y | -43.4% | +52.1% | -95.5% | -55.3% |
| 3Y | +1.8% | +158.2% | -156.4% | -41.4% |
| 5Y | -80.5% | +213.8% | -294.2% | -89.7% |
| All | -80.5% | +207.9% | -288.4% | -89.7% |
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