+64.4%
GSK vs USFD
+155.8%
-91.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.4% | +0.3% |
| 7D | +0.5% | +1.3% | -0.9% | +0.2% |
| 30D | +9.4% | +10.6% | -1.1% | +7.6% |
| 3M | +1.6% | -2.4% | +4.0% | +1.8% |
| 6M | +1.3% | +28.9% | -27.6% | -2.5% |
| YTD | +6.0% | +43.7% | -37.7% | +0.4% |
| 1Y | +9.1% | +48.5% | -39.4% | +2.8% |
| All | +64.4% | +155.8% | -91.3% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling