+376.6%
USFD vs GEN
+151.0%
+225.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +8.4% | +1.0% | +7.4% | +8.2% |
| 30D | +12.7% | +29.1% | -16.3% | +7.3% |
| 3M | +1.1% | +2.9% | -1.8% | 0.0% |
| 6M | +30.2% | +33.6% | -3.5% | +21.8% |
| YTD | +45.8% | +12.0% | +33.8% | +40.6% |
| 1Y | +51.9% | +16.2% | +35.8% | +45.2% |
| 3Y | +158.5% | +65.1% | +93.4% | +127.3% |
| 5Y | +208.0% | +33.3% | +174.7% | +178.6% |
| 10Y | +376.6% | +149.7% | +226.9% | +270.2% |
| All | +376.6% | +151.0% | +225.6% | +270.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 10y: compounded portfolio wealth divided by compounded GEN 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…
10y analysis · Full analysis span regression · 6 months rolling