+308.6%
USFD vs GWRE
+129.6%
+179.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | -8.0% | -30.9% | +22.9% | -0.1% |
| 30D | -13.1% | -20.7% | +7.6% | -9.1% |
| 3M | +6.5% | +20.2% | -13.6% | -0.4% |
| 6M | +5.7% | -11.9% | +17.6% | +4.9% |
| YTD | +27.5% | -30.3% | +57.8% | +34.6% |
| 1Y | +23.4% | -44.6% | +68.1% | +39.9% |
| 3Y | +146.4% | +48.8% | +97.6% | +87.7% |
| 5Y | +196.8% | +14.8% | +182.0% | +140.0% |
| All | +308.6% | +129.6% | +179.0% | +175.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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