+49.8%
USFD vs GME
+15.0%
+34.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.6% | +4.9% | +8.4% |
| 7D | +7.8% | +7.8% | +0.1% | +7.7% |
| 30D | +16.2% | -0.4% | +16.6% | +16.1% |
| 3M | +11.0% | +30.9% | -19.9% | +10.8% |
| 6M | +20.7% | +5.5% | +15.3% | +21.0% |
| YTD | +46.0% | +25.2% | +20.8% | +43.5% |
| 1Y | +49.8% | +14.4% | +35.4% | +48.8% |
| All | +49.8% | +15.0% | +34.8% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 1y: compounded portfolio wealth divided by compounded GME 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…
1y analysis · Full analysis span regression · 6 months rolling