+297.3%
GLW vs USFD
+159.7%
+137.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.8% | -10.1% | -12.1% |
| 7D | -19.7% | +3.9% | -23.7% | -20.7% |
| 30D | -38.8% | +10.7% | -49.5% | -40.8% |
| 3M | -33.9% | +6.3% | -40.2% | -35.3% |
| 6M | -36.0% | +16.2% | -52.2% | -39.6% |
| YTD | +18.7% | +41.9% | -23.1% | +3.2% |
| 1Y | +19.8% | +44.2% | -24.4% | +3.3% |
| All | +297.3% | +159.7% | +137.6% | +179.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling