+371.2%
USFD vs GME
+520.4%
-149.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +3.0% |
| 7D | +3.9% | +5.8% | -1.9% | +3.7% |
| 30D | +12.8% | -3.7% | +16.5% | +13.0% |
| 3M | +1.0% | +33.6% | -32.6% | 0.0% |
| 6M | +30.3% | +5.4% | +24.9% | +29.9% |
| YTD | +46.0% | +27.4% | +18.5% | +44.6% |
| 1Y | +49.6% | +19.0% | +30.6% | +48.5% |
| 3Y | +166.3% | +101.5% | +64.8% | +149.8% |
| 5Y | +208.4% | -50.5% | +258.8% | +196.1% |
| 10Y | +371.2% | +493.3% | -122.1% | +140.7% |
| All | +371.2% | +520.4% | -149.2% | +140.7% |
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