+317.7%
USFD vs GRMN
+778.9%
-461.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -3.0% | -2.9% | -0.1% | -1.9% |
| 30D | +3.5% | -8.4% | +12.0% | +7.2% |
| 3M | +26.6% | +15.0% | +11.6% | +18.1% |
| 6M | +11.7% | +11.2% | +0.5% | +5.2% |
| YTD | +38.1% | +37.7% | +0.4% | +17.5% |
| 1Y | +33.4% | +18.5% | +14.9% | +20.5% |
| 3Y | +155.8% | +175.8% | -20.0% | +39.4% |
| 5Y | +214.0% | +75.1% | +138.9% | +115.1% |
| 10Y | +320.4% | +637.0% | -316.7% | +70.2% |
| All | +317.7% | +778.9% | -461.3% | +73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling