+49.8%
USFD vs GNRC
+17.5%
+32.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -9.5% | +18.0% | +8.5% |
| 7D | +7.8% | -6.0% | +13.8% | +7.8% |
| 30D | +16.2% | -12.0% | +28.2% | +16.3% |
| 3M | +11.0% | -13.4% | +24.4% | +11.2% |
| 6M | +20.7% | -26.4% | +47.1% | +21.2% |
| YTD | +46.0% | +38.8% | +7.1% | +35.5% |
| 1Y | +49.8% | +20.9% | +28.9% | +41.0% |
| All | +49.8% | +17.5% | +32.2% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling