+243.8%
GLW vs USFD
+204.0%
+39.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.1% | +6.2% | +8.1% |
| 7D | -5.9% | +3.9% | -9.8% | -7.3% |
| 30D | -26.0% | +12.8% | -38.8% | -29.5% |
| 3M | -29.9% | +1.0% | -30.9% | -30.4% |
| 6M | -37.8% | +30.3% | -68.0% | -44.7% |
| YTD | +33.1% | +46.0% | -12.8% | +12.3% |
| 1Y | +36.8% | +49.6% | -12.8% | +14.1% |
| 3Y | +356.1% | +166.3% | +189.8% | +193.7% |
| 5Y | +243.8% | +208.4% | +35.4% | +102.2% |
| All | +243.8% | +204.0% | +39.9% | +102.2% |
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