+632.4%
GEV vs YUM
+8.9%
+623.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.1% | +5.7% | +3.6% |
| 7D | +1.6% | -6.1% | +7.7% | +1.6% |
| 30D | -7.9% | -5.8% | -2.1% | -8.0% |
| 3M | +5.6% | -7.6% | +13.2% | +5.6% |
| 6M | +13.1% | -9.1% | +22.2% | +13.2% |
| YTD | +46.7% | -5.5% | +52.3% | +46.7% |
| 1Y | +51.3% | -3.7% | +55.0% | +51.6% |
| All | +632.4% | +8.9% | +623.5% | +612.8% |
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