+195.5%
USFD vs GWRE
+15.9%
+179.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.0% | -0.5% | -4.7% |
| 7D | -7.0% | -26.2% | +19.2% | -2.9% |
| 30D | -10.3% | -17.8% | +7.5% | -8.1% |
| 3M | +9.2% | +14.2% | -5.1% | +5.3% |
| 6M | +7.4% | -12.9% | +20.3% | +7.6% |
| YTD | +29.4% | -29.2% | +58.6% | +36.0% |
| 1Y | +24.8% | -44.4% | +69.3% | +39.6% |
| 3Y | +150.0% | +51.1% | +98.9% | +96.6% |
| 5Y | +195.5% | +16.5% | +179.0% | +133.0% |
| All | +195.5% | +15.9% | +179.6% | +133.0% |
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