-10.6%
GSK vs USFD
+11.4%
-22.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.8% |
| 7D | -1.8% | -3.0% | +1.2% | -0.8% |
| 30D | -2.2% | +3.5% | -5.7% | -3.6% |
| 3M | -1.8% | +26.6% | -28.4% | -8.9% |
| 6M | -10.6% | +11.7% | -22.3% | -13.9% |
| All | -10.6% | +11.4% | -22.0% | -13.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling