+521.8%
GLW vs USFD
+369.2%
+152.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -11.1% | +8.4% | -19.5% | -13.4% |
| 30D | -28.4% | +12.7% | -41.2% | -31.3% |
| 3M | -28.8% | +1.1% | -29.9% | -29.3% |
| 6M | -39.8% | +30.2% | -70.0% | -45.2% |
| YTD | +28.7% | +45.8% | -17.1% | +12.8% |
| 1Y | +27.7% | +51.9% | -24.2% | +10.4% |
| 3Y | +331.3% | +158.5% | +172.9% | +213.0% |
| 5Y | +233.4% | +208.0% | +25.4% | +125.0% |
| 10Y | +521.8% | +376.6% | +145.2% | +271.8% |
| All | +521.8% | +369.2% | +152.5% | +271.8% |
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