+353.3%
USFD vs GME
+470.0%
-116.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.6% | -1.4% |
| 7D | +1.3% | +6.0% | -4.7% | +1.1% |
| 30D | +10.6% | -5.9% | +16.4% | +10.8% |
| 3M | -2.4% | +38.2% | -40.6% | -3.5% |
| 6M | +28.9% | +14.5% | +14.4% | +28.3% |
| YTD | +43.7% | +27.6% | +16.1% | +42.3% |
| 1Y | +48.5% | +19.9% | +28.5% | +47.3% |
| 3Y | +154.7% | +104.3% | +50.4% | +138.9% |
| 5Y | +218.4% | -49.3% | +267.7% | +205.5% |
| All | +353.3% | +470.0% | -116.6% | +134.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling