+317.7%
USFD vs GME
+227.4%
+90.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -3.0% | +7.2% | -10.2% | -3.2% |
| 30D | +3.5% | +0.8% | +2.7% | +3.5% |
| 3M | +26.6% | -14.0% | +40.5% | +27.1% |
| 6M | +11.7% | -19.7% | +31.4% | +12.4% |
| YTD | +38.1% | -4.6% | +42.7% | +38.1% |
| 1Y | +33.4% | -14.3% | +47.7% | +33.7% |
| 3Y | +155.8% | +4.0% | +151.8% | +145.0% |
| 5Y | +214.0% | -62.2% | +276.2% | +204.0% |
| 10Y | +320.4% | +241.4% | +79.0% | +126.7% |
| All | +317.7% | +227.4% | +90.3% | +118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling