-10.6%
GIS vs USFD
+329.0%
-339.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | -7.8% | -3.0% | -4.8% | -7.7% |
| 30D | +6.6% | +3.5% | +3.0% | +6.4% |
| 3M | +21.0% | +26.6% | -5.6% | +20.1% |
| 6M | -9.1% | +11.7% | -20.8% | -9.4% |
| YTD | -13.6% | +38.1% | -51.7% | -14.5% |
| 1Y | -18.0% | +33.4% | -51.4% | -18.8% |
| 3Y | -33.7% | +155.8% | -189.5% | -35.6% |
| 5Y | -19.4% | +214.0% | -233.5% | -22.4% |
| 10Y | -21.3% | +320.4% | -341.6% | -25.8% |
| All | -10.6% | +329.0% | -339.6% | -15.6% |
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