+342.1%
GLW vs USFD
+215.8%
+126.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.0% | +5.8% |
| 7D | +3.8% | -3.0% | +6.8% | +4.9% |
| 30D | -1.3% | +3.5% | -4.9% | -2.7% |
| 3M | -21.8% | +26.6% | -48.4% | -29.4% |
| 6M | +6.9% | +11.7% | -4.8% | +1.5% |
| YTD | +77.2% | +38.1% | +39.0% | +53.4% |
| 1Y | +123.2% | +33.4% | +89.9% | +95.3% |
| 3Y | +400.0% | +155.8% | +244.2% | +228.9% |
| All | +342.1% | +215.8% | +126.3% | +156.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling