-21.1%
GIS vs YUM
+171.3%
-192.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.1% |
| 7D | -6.4% | -6.1% | -0.3% | -5.3% |
| 30D | -6.1% | -5.8% | -0.3% | -5.0% |
| 3M | +7.8% | -7.6% | +15.5% | +9.3% |
| 6M | -8.8% | -9.1% | +0.4% | -7.3% |
| YTD | -19.1% | -5.5% | -13.6% | -18.4% |
| 1Y | -24.8% | -3.7% | -21.0% | -24.5% |
| 3Y | -37.6% | +17.8% | -55.4% | -39.6% |
| 5Y | -25.4% | +19.3% | -44.7% | -28.4% |
| All | -21.1% | +171.3% | -192.4% | -35.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling