-32.4%
GIS vs USFD
+165.3%
-197.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -7.8% | -3.0% | -4.8% | -7.6% |
| 30D | +6.6% | +3.5% | +3.0% | +6.2% |
| 3M | +21.0% | +26.6% | -5.6% | +18.7% |
| 6M | -9.1% | +11.7% | -20.8% | -10.0% |
| YTD | -13.6% | +38.1% | -51.7% | -15.7% |
| 1Y | -18.0% | +33.4% | -51.4% | -19.8% |
| All | -32.4% | +165.3% | -197.7% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling