+12.7%
GSK vs USFD
+49.7%
-37.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +1.7% |
| 7D | +4.9% | +3.9% | +1.0% | +3.9% |
| 30D | +10.8% | +12.8% | -2.0% | +8.1% |
| 3M | -1.8% | +1.0% | -2.8% | -2.3% |
| 6M | +4.1% | +30.3% | -26.2% | 0.0% |
| YTD | +7.9% | +46.0% | -38.1% | +4.4% |
| All | +12.7% | +49.7% | -37.0% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling