+354.1%
USFD vs GWRE
+167.6%
+186.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | +1.7% | -2.0% | +3.6% | +2.1% |
| 30D | +10.2% | -4.1% | +14.2% | +11.0% |
| 3M | -1.5% | -13.4% | +11.9% | +0.4% |
| 6M | +27.3% | +26.0% | +1.4% | +15.4% |
| YTD | +44.0% | -21.3% | +65.3% | +46.8% |
| 1Y | +50.4% | -27.5% | +77.9% | +57.1% |
| 3Y | +153.6% | +72.7% | +80.9% | +84.4% |
| 5Y | +219.0% | +26.4% | +192.6% | +152.2% |
| All | +354.1% | +167.6% | +186.6% | +187.9% |
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