+769.5%
GLW vs USFD
+322.6%
+446.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.0% | +5.8% |
| 7D | +3.8% | -3.0% | +6.8% | +4.7% |
| 30D | -1.3% | +3.5% | -4.9% | -2.5% |
| 3M | -21.8% | +26.6% | -48.4% | -27.9% |
| 6M | +6.9% | +11.7% | -4.8% | +2.6% |
| YTD | +77.2% | +38.1% | +39.0% | +58.4% |
| 1Y | +123.2% | +33.4% | +89.9% | +101.3% |
| 3Y | +400.0% | +155.8% | +244.2% | +264.9% |
| 5Y | +342.8% | +214.0% | +128.8% | +198.2% |
| All | +769.5% | +322.6% | +446.9% | +421.2% |
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