+218.4%
USFD vs GWRE
+27.1%
+191.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.5% | -1.6% |
| 7D | +1.3% | -4.4% | +5.7% | +2.0% |
| 30D | +10.6% | -3.5% | +14.0% | +11.0% |
| 3M | -2.4% | -7.6% | +5.1% | -2.3% |
| 6M | +28.9% | +21.8% | +7.1% | +21.3% |
| YTD | +43.7% | -20.4% | +64.1% | +47.8% |
| 1Y | +48.5% | -27.6% | +76.1% | +56.6% |
| 3Y | +154.7% | +75.7% | +79.0% | +91.5% |
| 5Y | +218.4% | +27.8% | +190.6% | +171.0% |
| All | +218.4% | +27.1% | +191.3% | +171.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling