+216.3%
USFD vs GRMN
+75.1%
+141.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -3.0% | -2.9% | -0.1% | -2.2% |
| 30D | +3.5% | -8.4% | +12.0% | +6.2% |
| 3M | +26.6% | +15.0% | +11.6% | +20.5% |
| 6M | +11.7% | +11.2% | +0.5% | +7.1% |
| YTD | +38.1% | +37.7% | +0.4% | +22.8% |
| 1Y | +33.4% | +18.5% | +14.9% | +24.3% |
| 3Y | +155.8% | +175.8% | -20.0% | +53.7% |
| All | +216.3% | +75.1% | +141.2% | +95.2% |
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