+564.7%
GLW vs USFD
+340.6%
+224.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.8% | -10.1% | -12.1% |
| 7D | -19.7% | +3.9% | -23.7% | -20.9% |
| 30D | -38.8% | +10.7% | -49.5% | -40.9% |
| 3M | -33.9% | +6.3% | -40.2% | -35.5% |
| 6M | -36.0% | +16.2% | -52.2% | -39.7% |
| YTD | +18.7% | +41.9% | -23.1% | +4.9% |
| 1Y | +19.8% | +44.2% | -24.4% | +5.2% |
| 3Y | +294.3% | +159.8% | +134.5% | +185.9% |
| 5Y | +205.7% | +177.1% | +28.6% | +112.8% |
| 10Y | +493.8% | +376.2% | +117.6% | +251.6% |
| All | +564.7% | +340.6% | +224.0% | +298.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling