+700.9%
GLD vs YUM
+1,422.4%
-721.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | +0.1% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -5.5% | +10.0% | -15.4% | -5.6% |
| 3M | -10.9% | +7.5% | -18.4% | -11.0% |
| 6M | -17.4% | +8.8% | -26.2% | -17.6% |
| YTD | -10.3% | +8.2% | -18.5% | -10.4% |
| 1Y | -7.2% | +9.8% | -17.0% | -7.3% |
| 3Y | +96.9% | +36.4% | +60.5% | +96.0% |
| 5Y | +103.8% | +41.7% | +62.1% | +102.7% |
| 10Y | +203.5% | +217.5% | -14.0% | +201.6% |
| All | +700.9% | +1,422.4% | -721.5% | +662.9% |
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 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