+150.0%
USFD vs GWRE
+51.5%
+98.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.0% | -0.5% | -5.1% |
| 7D | -7.0% | -26.2% | +19.2% | -5.2% |
| 30D | -10.3% | -17.8% | +7.5% | -9.3% |
| 3M | +9.2% | +14.2% | -5.1% | +7.7% |
| 6M | +7.4% | -12.9% | +20.3% | +8.1% |
| YTD | +29.4% | -29.2% | +58.6% | +35.2% |
| 1Y | +24.8% | -44.4% | +69.3% | +36.3% |
| All | +150.0% | +51.5% | +98.5% | +108.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling