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  • GLW vs YUM✓SelectedUSD · YUMGLW vs YUM performance historyLatest closeAs of+7.56%09/08
Stock and ETF performance explorer

GLW vs YUM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,683.3%
YUM return
+4,229.6%
Excess return
-2,546.3%
Maximum drawdown
-99.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioYUMExcessAlpha
1D+7.6%-0.8%+8.4%+7.8%
7D+14.0%-1.7%+15.7%+14.6%
30D+0.4%-0.8%+1.2%+0.4%
3M-11.3%+1.5%-12.8%-12.6%
6M+35.1%-6.1%+41.2%+36.4%
YTD+90.5%-0.2%+90.8%+88.2%
1Y+132.0%+2.5%+129.6%+125.7%
3Y+463.3%+24.6%+438.7%+404.8%
5Y+382.5%+25.7%+356.8%+330.1%
10Y+837.6%+179.7%+658.0%+541.2%
All+1,683.3%+4,229.6%-2,546.3%+623.6%

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 1990-01-01 to 2026-09-08: 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling