+551.3%
GWW vs USFD
+322.5%
+228.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.5% |
| 7D | -1.5% | -3.3% | +1.8% | -0.8% |
| 30D | +1.1% | -5.3% | +6.4% | +2.3% |
| 3M | -1.0% | +18.8% | -19.8% | -4.9% |
| 6M | +16.3% | +14.3% | +2.0% | +12.4% |
| YTD | +28.5% | +36.9% | -8.4% | +18.5% |
| 1Y | +30.3% | +31.7% | -1.4% | +21.0% |
| 3Y | +91.6% | +164.5% | -72.9% | +51.2% |
| 5Y | +224.0% | +212.6% | +11.4% | +141.6% |
| 10Y | +551.3% | +329.7% | +221.6% | +342.3% |
| All | +551.3% | +322.5% | +228.8% | +342.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling