+214.3%
USFD vs GRMN
+119.5%
+94.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | +1.7% | -0.9% | +2.6% | +1.9% |
| 30D | +10.2% | +1.2% | +9.0% | +9.7% |
| 3M | -1.5% | -8.9% | +7.4% | +1.2% |
| 6M | +27.3% | +23.0% | +4.3% | +17.9% |
| YTD | +44.0% | +41.2% | +2.8% | +25.9% |
| 1Y | +50.4% | +47.5% | +2.9% | +29.2% |
| 3Y | +153.6% | +155.8% | -2.2% | +52.8% |
| All | +214.3% | +119.5% | +94.7% | +116.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling