+100.5%
GSK vs USFD
+368.6%
-268.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +2.0% |
| 7D | +4.9% | +3.9% | +1.0% | +4.4% |
| 30D | +10.8% | +12.8% | -2.0% | +9.2% |
| 3M | -1.8% | +1.0% | -2.8% | -2.0% |
| 6M | +4.1% | +30.3% | -26.2% | +0.7% |
| YTD | +7.9% | +46.0% | -38.1% | +2.6% |
| 1Y | +14.4% | +49.6% | -35.2% | +8.5% |
| 3Y | +68.1% | +166.3% | -98.2% | +47.8% |
| 5Y | +47.7% | +208.4% | -160.7% | +25.9% |
| 10Y | +100.5% | +371.2% | -270.8% | +55.2% |
| All | +100.5% | +368.6% | -268.2% | +55.2% |
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