-18.5%
GIS vs USFD
+322.5%
-341.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -8.3% | -3.3% | -4.9% | -8.2% |
| 30D | +2.2% | -5.3% | +7.5% | +2.4% |
| 3M | +15.7% | +18.8% | -3.1% | +15.1% |
| 6M | -12.0% | +14.3% | -26.2% | -12.4% |
| YTD | -15.0% | +36.9% | -51.8% | -15.8% |
| 1Y | -20.1% | +31.7% | -51.8% | -20.8% |
| 3Y | -34.6% | +164.5% | -199.1% | -36.5% |
| 5Y | -22.8% | +212.6% | -235.4% | -25.6% |
| 10Y | -18.5% | +329.7% | -348.2% | -26.5% |
| All | -18.5% | +322.5% | -341.0% | -26.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling