+341.0%
USFD vs GRMN
+819.4%
-478.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.4% |
| 7D | +8.4% | +6.3% | +2.0% | +5.8% |
| 30D | +12.7% | +7.6% | +5.2% | +9.4% |
| 3M | +1.1% | -7.5% | +8.6% | +4.1% |
| 6M | +30.2% | +21.2% | +8.9% | +18.4% |
| YTD | +45.8% | +44.0% | +1.8% | +21.5% |
| 1Y | +51.9% | +44.7% | +7.2% | +26.1% |
| 3Y | +158.5% | +160.5% | -2.1% | +46.9% |
| 5Y | +208.0% | +124.6% | +83.4% | +86.1% |
| 10Y | +376.6% | +651.6% | -275.1% | +89.0% |
| All | +341.0% | +819.4% | -478.4% | +79.2% |
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