-12.0%
GIS vs YUM
-8.4%
-3.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.2% | -2.8% |
| 7D | -8.4% | -5.2% | -3.2% | -7.2% |
| 30D | -5.2% | -0.1% | -5.1% | -5.0% |
| 3M | +8.2% | -4.3% | +12.4% | +9.0% |
| 6M | -12.0% | -8.7% | -3.3% | -10.6% |
| All | -12.0% | -8.4% | -3.6% | -10.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling