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The aim of this study was to evaluate the contribution of macro- and micronutrients intake to mortality in patients with gastrointestinal cancer, comparing the classical statistical approaches with a new generation algorithm. In 1992, the ONCONUT project was started with the aim of evaluating the relationship between diet and cancer development in a Southern Italian elderly population. Patients who died of specific death causes (ICD-10 from 150.0 to 159.9) were included in the study (n = 3,505) and survival analysis was applied. This cohort was used to test the performance of different techniques, namely Cox proportional-hazards model, random survival forest (RSF), Survival Support Vector Machine (SSVM), and C-index, applied to quantify the performance. Lastly, the new prediction mode, denominated Shapley Additive Explanation (SHAP), was adopted. RSF had the best performance (0.7653711 and 0.7725246, for macro- and micronutrients, respectively), while SSVM had the worst C-index (0.5667753 and 0.545222). SHAP was helpful to understand the role of single patient features on mortality. Using SHAP together with RSF and classical CPH was most helpful, and shows promise for future clinical applications.