+19.4%
USFD vs GWRE
-44.7%
+64.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | -8.4% | -13.2% | +4.9% | -8.8% |
| 30D | -14.1% | -18.6% | +4.5% | -14.4% |
| 3M | +4.5% | +18.9% | -14.4% | +7.0% |
| 6M | +4.4% | -11.0% | +15.3% | +4.4% |
| YTD | +26.6% | -29.9% | +56.5% | +30.8% |
| 1Y | +19.4% | -44.3% | +63.7% | +25.4% |
| All | +19.4% | -44.7% | +64.0% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling