+340.6%
USFD vs GME
+336.6%
+4.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -0.2% | +1.6% | -1.8% | -0.2% |
| 30D | +12.3% | -6.2% | +18.5% | +12.6% |
| 3M | -0.7% | +35.8% | -36.5% | -1.7% |
| 6M | +31.3% | +10.3% | +21.0% | +30.7% |
| YTD | +45.7% | +27.2% | +18.5% | +44.3% |
| 1Y | +52.1% | +19.1% | +33.0% | +51.0% |
| 3Y | +158.2% | +103.7% | +54.5% | +141.9% |
| 5Y | +213.8% | -50.0% | +263.7% | +201.0% |
| 10Y | +367.0% | +471.4% | -104.4% | +140.8% |
| All | +340.6% | +336.6% | +4.0% | +128.7% |
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 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