+816.6%
GLD vs YUM
+1,315.1%
-498.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | -0.5% | -2.0% | +1.5% | -0.5% |
| 30D | +4.4% | -1.1% | +5.5% | +4.4% |
| 3M | -1.1% | +1.8% | -2.9% | -1.1% |
| 6M | -13.8% | -4.7% | -9.0% | -13.7% |
| YTD | +2.6% | +0.6% | +2.1% | +2.6% |
| 1Y | +24.5% | +6.4% | +18.1% | +24.4% |
| 3Y | +125.8% | +22.6% | +103.3% | +125.2% |
| 5Y | +137.8% | +26.0% | +111.8% | +136.9% |
| 10Y | +221.4% | +174.6% | +46.8% | +219.5% |
| All | +816.6% | +1,315.1% | -498.5% | +774.1% |
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