+32.1%
GLW vs USFD
+49.7%
-17.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.1% | +6.2% | +8.6% |
| 7D | -5.9% | +3.9% | -9.8% | -6.3% |
| 30D | -26.0% | +12.8% | -38.8% | -28.1% |
| 3M | -29.9% | +1.0% | -30.9% | -30.0% |
| 6M | -37.8% | +30.3% | -68.0% | -43.3% |
| YTD | +33.1% | +46.0% | -12.8% | +9.0% |
| All | +32.1% | +49.7% | -17.7% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling