+211.5%
GDX vs YUM
+1,066.2%
-854.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | +4.0% | -1.7% | +5.6% | +4.4% |
| 30D | +9.5% | -0.8% | +10.3% | +9.6% |
| 3M | +25.1% | +1.5% | +23.6% | +24.4% |
| 6M | -2.9% | -6.1% | +3.2% | -1.6% |
| YTD | +14.7% | -0.2% | +15.0% | +14.2% |
| 1Y | +47.4% | +2.5% | +44.9% | +45.3% |
| 3Y | +259.7% | +24.6% | +235.1% | +233.8% |
| 5Y | +227.7% | +25.7% | +202.0% | +201.6% |
| 10Y | +289.0% | +179.7% | +109.3% | +181.5% |
| All | +211.5% | +1,066.2% | -854.8% | +18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling