+317.7%
USFD vs GNRC
+400.3%
-82.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.7% | -0.9% |
| 7D | -3.0% | +1.9% | -4.9% | -3.5% |
| 30D | +3.5% | -13.8% | +17.4% | +6.9% |
| 3M | +26.6% | -32.6% | +59.2% | +36.9% |
| 6M | +11.7% | -15.2% | +26.9% | +13.2% |
| YTD | +38.1% | +37.4% | +0.7% | +22.7% |
| 1Y | +33.4% | +5.1% | +28.2% | +25.6% |
| 3Y | +155.8% | +57.5% | +98.3% | +107.3% |
| 5Y | +214.0% | -58.7% | +272.7% | +253.7% |
| 10Y | +320.4% | +395.5% | -75.1% | +101.0% |
| All | +317.7% | +400.3% | -82.6% | +97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling