+164.5%
USFD vs GNRC
+62.7%
+101.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.1% |
| 7D | -3.3% | +4.8% | -8.2% | -3.9% |
| 30D | -5.3% | -10.4% | +5.1% | -4.2% |
| 3M | +18.8% | -28.5% | +47.2% | +22.8% |
| 6M | +14.3% | -6.8% | +21.0% | +13.0% |
| YTD | +36.9% | +39.5% | -2.6% | +26.3% |
| 1Y | +31.7% | +3.4% | +28.3% | +26.8% |
| 3Y | +164.5% | +65.1% | +99.3% | +133.6% |
| All | +164.5% | +62.7% | +101.8% | +133.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling