+362.2%
USFD vs GRMN
+668.8%
-306.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | +3.0% | +4.7% | -1.8% | +1.1% |
| 30D | +11.1% | +3.4% | +7.6% | +9.4% |
| 3M | -0.3% | -5.0% | +4.8% | +1.6% |
| 6M | +15.9% | +18.6% | -2.7% | +5.9% |
| YTD | +41.6% | +42.5% | -0.9% | +17.4% |
| 1Y | +49.4% | +42.3% | +7.1% | +23.7% |
| 3Y | +157.8% | +158.5% | -0.6% | +41.3% |
| 5Y | +176.6% | +123.6% | +53.1% | +61.9% |
| All | +362.2% | +668.8% | -306.6% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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