+305.5%
USFD vs GNRC
+448.8%
-143.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.7% | -1.4% |
| 7D | -8.4% | -0.2% | -8.2% | -8.3% |
| 30D | -14.1% | -15.7% | +1.7% | -10.7% |
| 3M | +4.5% | -27.3% | +31.8% | +11.4% |
| 6M | +4.4% | -12.1% | +16.4% | +4.8% |
| YTD | +26.6% | +37.1% | -10.5% | +12.3% |
| 1Y | +19.4% | -0.5% | +19.8% | +13.9% |
| 3Y | +144.6% | +61.5% | +83.1% | +96.1% |
| 5Y | +194.5% | -58.6% | +253.1% | +233.1% |
| All | +305.5% | +448.8% | -143.3% | +84.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling