+7.2%
GEHC vs YUM
+16.0%
-8.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.4% |
| 7D | -7.2% | -6.1% | -1.1% | -4.8% |
| 30D | -11.6% | -5.8% | -5.7% | -9.5% |
| 3M | -0.8% | -7.6% | +6.8% | +2.0% |
| 6M | -11.9% | -9.1% | -2.8% | -9.1% |
| YTD | -21.9% | -5.5% | -16.4% | -21.0% |
| 1Y | -17.8% | -3.7% | -14.1% | -17.8% |
| 3Y | -3.5% | +17.8% | -21.3% | -11.1% |
| All | +7.2% | +16.0% | -8.9% | -0.4% |
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