+578.7%
GWW vs USFD
+329.0%
+249.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.0% |
| 7D | +1.4% | -3.0% | +4.4% | +2.1% |
| 30D | +3.3% | +3.5% | -0.3% | +2.4% |
| 3M | +2.9% | +26.6% | -23.6% | -2.5% |
| 6M | +15.8% | +11.7% | +4.1% | +12.5% |
| YTD | +32.0% | +38.1% | -6.1% | +21.6% |
| 1Y | +29.9% | +33.4% | -3.5% | +20.4% |
| 3Y | +91.1% | +155.8% | -64.7% | +52.3% |
| 5Y | +223.9% | +214.0% | +9.9% | +142.2% |
| 10Y | +567.0% | +320.4% | +246.7% | +360.5% |
| All | +578.7% | +329.0% | +249.7% | +366.7% |
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