+317.7%
USFD vs GWRE
+178.3%
+139.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -19.9% | +19.6% | +4.4% |
| 7D | -3.0% | -21.1% | +18.1% | +1.9% |
| 30D | +3.5% | +1.3% | +2.2% | +2.0% |
| 3M | +26.6% | +7.4% | +19.1% | +21.6% |
| 6M | +11.7% | +5.6% | +6.1% | +5.8% |
| YTD | +38.1% | -19.2% | +57.3% | +40.7% |
| 1Y | +33.4% | -25.1% | +58.5% | +37.6% |
| 3Y | +155.8% | +87.7% | +68.1% | +82.6% |
| 5Y | +214.0% | +32.0% | +182.0% | +146.6% |
| 10Y | +320.4% | +157.8% | +162.6% | +171.6% |
| All | +317.7% | +178.3% | +139.4% | +170.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling