+28.9%
USFD vs GWRE
+18.5%
+10.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.5% | -1.4% |
| 7D | +1.3% | -4.4% | +5.7% | +1.6% |
| 30D | +10.6% | -3.5% | +14.0% | +10.7% |
| 3M | -2.4% | -7.6% | +5.1% | -2.3% |
| 6M | +28.9% | +21.8% | +7.1% | +28.9% |
| All | +28.9% | +18.5% | +10.4% | +28.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling