+460.9%
GE vs YUM
+4,103.6%
-3,642.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -1.7% |
| 7D | -1.2% | -4.0% | +2.8% | +0.4% |
| 30D | -11.3% | -0.1% | -11.1% | -11.5% |
| 3M | -1.4% | -4.3% | +2.9% | -0.3% |
| 6M | +1.2% | -8.7% | +10.0% | +4.2% |
| YTD | +5.9% | -3.1% | +9.1% | +6.4% |
| 1Y | +18.4% | +1.0% | +17.4% | +16.4% |
| 3Y | +271.0% | +21.0% | +250.0% | +234.8% |
| 5Y | +417.9% | +22.9% | +395.0% | +364.5% |
| 10Y | +152.0% | +177.6% | -25.6% | +63.9% |
| All | +460.9% | +4,103.6% | -3,642.7% | +61.0% |
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