+212.6%
GLW vs USFD
+188.3%
+24.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | -13.9% | +3.0% | -16.9% | -15.0% |
| 30D | -35.0% | +11.1% | -46.0% | -37.8% |
| 3M | -32.4% | -0.3% | -32.1% | -32.6% |
| 6M | -41.3% | +15.9% | -57.2% | -45.4% |
| YTD | +21.8% | +41.6% | -19.8% | +3.8% |
| 1Y | +21.8% | +49.4% | -27.5% | +1.5% |
| 3Y | +307.7% | +157.8% | +149.8% | +165.5% |
| All | +212.6% | +188.3% | +24.3% | +87.3% |
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