+126.1%
GLD vs YUM
+21.5%
+104.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.1% |
| 7D | +0.1% | -3.6% | +3.7% | +0.4% |
| 30D | +0.2% | +0.4% | -0.2% | +0.2% |
| 3M | +3.2% | -3.8% | +7.0% | +3.5% |
| 6M | -14.6% | -8.3% | -6.4% | -14.1% |
| YTD | +1.8% | -2.6% | +4.4% | +1.9% |
| 1Y | +20.7% | +1.5% | +19.2% | +20.6% |
| All | +126.1% | +21.5% | +104.6% | +119.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling