-17.3%
GIS vs USFD
+359.9%
-377.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | -3.4% | +1.7% | -5.0% | -3.4% |
| 30D | +6.9% | +10.2% | -3.3% | +6.5% |
| 3M | -10.1% | -1.5% | -8.6% | -10.1% |
| 6M | +5.9% | +27.3% | -21.5% | +5.0% |
| YTD | -21.1% | +44.0% | -65.1% | -22.0% |
| 1Y | -22.5% | +50.4% | -72.8% | -23.5% |
| 3Y | -39.0% | +153.6% | -192.6% | -40.6% |
| 5Y | -33.3% | +219.0% | -252.3% | -35.6% |
| All | -17.3% | +359.9% | -377.2% | -23.4% |
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