+214.3%
USFD vs GME
-49.3%
+263.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | +1.7% | +2.9% | -1.2% | +1.5% |
| 30D | +10.2% | -4.8% | +14.9% | +10.4% |
| 3M | -1.5% | +39.2% | -40.7% | -3.4% |
| 6M | +27.3% | +17.1% | +10.3% | +26.0% |
| YTD | +44.0% | +28.7% | +15.3% | +41.4% |
| 1Y | +50.4% | +23.3% | +27.0% | +48.0% |
| 3Y | +153.6% | +112.9% | +40.6% | +113.3% |
| All | +214.3% | -49.3% | +263.5% | +201.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling