+542.4%
GLW vs USFD
+368.6%
+173.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.1% | +6.2% | +8.3% |
| 7D | -5.9% | +3.9% | -9.8% | -7.1% |
| 30D | -26.0% | +12.8% | -38.8% | -29.0% |
| 3M | -29.9% | +1.0% | -30.9% | -30.4% |
| 6M | -37.8% | +30.3% | -68.0% | -43.3% |
| YTD | +33.1% | +46.0% | -12.8% | +16.6% |
| 1Y | +36.8% | +49.6% | -12.8% | +18.9% |
| 3Y | +356.1% | +166.3% | +189.8% | +227.9% |
| 5Y | +243.8% | +208.4% | +35.4% | +131.9% |
| 10Y | +542.4% | +371.2% | +171.2% | +281.4% |
| All | +542.4% | +368.6% | +173.8% | +281.4% |
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