-69.7%
GRAB vs USFD
+214.9%
-284.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.9% | -4.1% | -4.6% |
| 7D | -6.1% | -3.3% | -2.7% | -4.8% |
| 30D | -11.2% | -5.3% | -5.9% | -9.2% |
| 3M | -2.4% | +18.8% | -21.2% | -9.5% |
| 6M | -18.3% | +14.3% | -32.6% | -23.4% |
| YTD | -34.9% | +36.9% | -71.7% | -44.3% |
| 1Y | -37.4% | +31.7% | -69.1% | -45.7% |
| 3Y | -12.6% | +164.5% | -177.1% | -46.1% |
| 5Y | -69.7% | +212.6% | -282.3% | -82.3% |
| All | -69.7% | +214.9% | -284.6% | -82.3% |
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