+19.4%
USFD vs GNRC
+0.9%
+18.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.7% | -0.9% |
| 7D | -8.4% | -0.2% | -8.2% | -8.3% |
| 30D | -14.1% | -15.7% | +1.7% | -13.5% |
| 3M | +4.5% | -27.3% | +31.8% | +5.6% |
| 6M | +4.4% | -12.1% | +16.4% | +3.1% |
| YTD | +26.6% | +37.1% | -10.5% | +20.6% |
| 1Y | +19.4% | -0.5% | +19.8% | +13.9% |
| All | +19.4% | +0.9% | +18.5% | +13.9% |
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