+195.5%
USFD vs GNRC
-58.2%
+253.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.0% | -3.5% | -5.1% |
| 7D | -7.0% | +3.2% | -10.2% | -7.5% |
| 30D | -10.3% | -9.5% | -0.8% | -8.9% |
| 3M | +9.2% | -28.5% | +37.7% | +14.5% |
| 6M | +7.4% | -10.0% | +17.4% | +7.2% |
| YTD | +29.4% | +36.7% | -7.4% | +18.4% |
| 1Y | +24.8% | +2.6% | +22.3% | +19.9% |
| 3Y | +150.0% | +61.9% | +88.1% | +112.2% |
| 5Y | +195.5% | -59.0% | +254.5% | +195.5% |
| All | +195.5% | -58.2% | +253.7% | +195.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling