-71.2%
GRAB vs USFD
+224.4%
-295.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -5.3% | -3.0% | -2.3% | -4.2% |
| 30D | -8.6% | +3.5% | -12.1% | -9.9% |
| 3M | -1.2% | +26.6% | -27.7% | -10.3% |
| 6M | -16.6% | +11.7% | -28.3% | -20.7% |
| YTD | -31.5% | +38.1% | -69.6% | -40.9% |
| 1Y | -32.3% | +33.4% | -65.7% | -40.9% |
| 3Y | -10.7% | +155.8% | -166.5% | -41.5% |
| 5Y | -67.9% | +214.0% | -281.9% | -80.5% |
| All | -71.2% | +224.4% | -295.7% | -82.5% |
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