+430.5%
GIS vs YUM
+4,087.9%
-3,657.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.2% | -2.9% |
| 7D | -8.4% | -5.2% | -3.2% | -7.6% |
| 30D | -5.2% | -0.1% | -5.1% | -5.2% |
| 3M | +8.2% | -4.3% | +12.4% | +8.8% |
| 6M | -12.0% | -8.7% | -3.3% | -10.9% |
| YTD | -18.9% | -3.5% | -15.4% | -18.6% |
| 1Y | -23.6% | +0.5% | -24.1% | -23.9% |
| 3Y | -37.6% | +20.5% | -58.1% | -39.7% |
| 5Y | -25.2% | +21.8% | -47.0% | -28.2% |
| 10Y | -19.3% | +176.5% | -195.9% | -32.7% |
| All | +430.5% | +4,087.9% | -3,657.3% | +211.4% |
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