+643.1%
GWW vs USFD
+353.4%
+289.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | 0.0% |
| 7D | +5.3% | +3.9% | +1.4% | +4.4% |
| 30D | +12.4% | +12.8% | -0.4% | +9.5% |
| 3M | +13.7% | +1.0% | +12.8% | +13.3% |
| 6M | +18.0% | +30.3% | -12.2% | +10.9% |
| YTD | +44.6% | +46.0% | -1.4% | +31.4% |
| 1Y | +53.1% | +49.6% | +3.5% | +38.2% |
| 3Y | +90.2% | +166.3% | -76.0% | +50.3% |
| 5Y | +215.0% | +208.4% | +6.6% | +136.6% |
| 10Y | +658.9% | +371.2% | +287.7% | +420.5% |
| All | +643.1% | +353.4% | +289.8% | +404.2% |
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 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