+86.2%
GSK vs USFD
+329.0%
-242.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.9% |
| 7D | -1.8% | -3.0% | +1.2% | -1.5% |
| 30D | -2.2% | +3.5% | -5.7% | -2.6% |
| 3M | -1.8% | +26.6% | -28.4% | -4.6% |
| 6M | -10.6% | +11.7% | -22.3% | -11.9% |
| YTD | +4.4% | +38.1% | -33.7% | +0.1% |
| 1Y | +30.4% | +33.4% | -3.0% | +25.4% |
| 3Y | +60.1% | +155.8% | -95.7% | +41.4% |
| 5Y | +46.8% | +214.0% | -167.2% | +24.9% |
| 10Y | +79.2% | +320.4% | -241.1% | +40.4% |
| All | +86.2% | +329.0% | -242.9% | +44.5% |
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