-30.4%
GIS vs USFD
+188.3%
-218.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | +3.6% | +3.0% | +0.6% | +3.2% |
| 30D | +13.9% | +11.1% | +2.8% | +12.6% |
| 3M | +0.3% | -0.3% | +0.6% | +0.2% |
| 6M | +5.0% | +15.9% | -10.9% | +3.4% |
| YTD | -18.4% | +41.6% | -60.0% | -21.0% |
| 1Y | -17.4% | +49.4% | -66.8% | -20.5% |
| 3Y | -36.9% | +157.8% | -194.8% | -42.5% |
| All | -30.4% | +188.3% | -218.7% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling