-25.7%
GIS vs YUM
+19.0%
-44.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.2% |
| 7D | -6.4% | -6.1% | -0.3% | -4.9% |
| 30D | -6.1% | -5.8% | -0.3% | -4.7% |
| 3M | +7.8% | -7.6% | +15.5% | +9.8% |
| 6M | -8.8% | -9.1% | +0.4% | -6.8% |
| YTD | -19.1% | -5.5% | -13.6% | -18.2% |
| 1Y | -24.8% | -3.7% | -21.0% | -24.4% |
| 3Y | -37.6% | +17.8% | -55.4% | -40.4% |
| All | -25.7% | +19.0% | -44.7% | -29.9% |
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