+526.0%
GLW vs USFD
+359.9%
+166.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.4% |
| 7D | +7.7% | +1.7% | +6.1% | +7.3% |
| 30D | -18.8% | +10.2% | -29.0% | -21.5% |
| 3M | -27.7% | -1.5% | -26.2% | -27.7% |
| 6M | -44.4% | +27.3% | -71.8% | -49.0% |
| YTD | +31.3% | +44.0% | -12.7% | +15.4% |
| 1Y | +40.0% | +50.4% | -10.3% | +21.5% |
| 3Y | +339.2% | +153.6% | +185.7% | +220.6% |
| 5Y | +229.2% | +219.0% | +10.2% | +120.1% |
| All | +526.0% | +359.9% | +166.0% | +277.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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