+104.0%
GSK vs USFD
+365.4%
-261.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | +7.8% | +12.3% | -4.5% | +6.3% |
| 3M | +0.3% | -0.7% | +1.0% | +0.3% |
| 6M | +3.4% | +31.3% | -27.8% | -0.1% |
| YTD | +5.9% | +45.7% | -39.8% | +0.8% |
| 1Y | +8.2% | +52.1% | -43.9% | +2.4% |
| 3Y | +65.3% | +158.2% | -93.0% | +45.8% |
| 5Y | +43.3% | +213.8% | -170.4% | +21.9% |
| All | +104.0% | +365.4% | -261.4% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling