+27.7%
GLW vs USFD
+49.6%
-21.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -11.1% | +8.4% | -19.5% | -12.4% |
| 30D | -28.4% | +12.7% | -41.2% | -30.5% |
| 3M | -28.8% | +1.1% | -29.9% | -28.9% |
| 6M | -39.8% | +30.2% | -70.0% | -45.2% |
| YTD | +28.7% | +45.8% | -17.1% | +5.4% |
| 1Y | +27.7% | +51.9% | -24.2% | +1.9% |
| All | +27.7% | +49.6% | -21.9% | +1.9% |
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