+224.1%
GDX vs YUM
+19.0%
+205.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.7% |
| 7D | -2.2% | -6.1% | +3.9% | -0.5% |
| 30D | +6.8% | -5.8% | +12.6% | +8.4% |
| 3M | +24.9% | -7.6% | +32.6% | +27.5% |
| 6M | -4.2% | -9.1% | +4.9% | -1.9% |
| YTD | +13.2% | -5.5% | +18.7% | +14.3% |
| 1Y | +40.2% | -3.7% | +43.9% | +40.4% |
| 3Y | +249.6% | +17.8% | +231.8% | +221.8% |
| All | +224.1% | +19.0% | +205.1% | +182.5% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 YUM 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