+87.8%
GSK vs USFD
+339.9%
-252.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +1.7% | +3.0% | -1.3% | +1.3% |
| 30D | +7.0% | +11.1% | -4.0% | +5.6% |
| 3M | -2.7% | -0.3% | -2.4% | -2.7% |
| 6M | +1.4% | +15.9% | -14.5% | -0.6% |
| YTD | +5.3% | +41.6% | -36.3% | +0.6% |
| 1Y | +10.6% | +49.4% | -38.8% | +4.9% |
| 3Y | +62.6% | +157.8% | -95.2% | +43.4% |
| 5Y | +41.7% | +176.6% | -134.9% | +22.2% |
| 10Y | +104.7% | +375.4% | -270.6% | +58.4% |
| All | +87.8% | +339.9% | -252.1% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling