+606.9%
GEV vs YUM
+11.2%
+595.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.9% |
| 7D | -1.9% | -5.2% | +3.3% | -1.9% |
| 30D | -8.7% | -0.1% | -8.6% | -8.8% |
| 3M | +6.6% | -4.3% | +10.9% | +6.6% |
| 6M | +10.2% | -8.7% | +18.9% | +10.4% |
| YTD | +41.6% | -3.5% | +45.1% | +41.6% |
| 1Y | +43.9% | +0.5% | +43.4% | +43.6% |
| All | +606.9% | +11.2% | +595.7% | +588.1% |
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