+851.8%
GLW vs YUM
+171.3%
+680.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +3.0% |
| 7D | +7.8% | -6.1% | +13.9% | +11.0% |
| 30D | -0.4% | -5.8% | +5.4% | +1.9% |
| 3M | -5.6% | -7.6% | +2.1% | -3.2% |
| 6M | +26.7% | -9.1% | +35.9% | +30.3% |
| YTD | +91.0% | -5.5% | +96.6% | +91.8% |
| 1Y | +122.4% | -3.7% | +126.1% | +119.0% |
| 3Y | +471.0% | +17.8% | +453.2% | +384.8% |
| 5Y | +385.6% | +19.3% | +366.4% | +304.1% |
| All | +851.8% | +171.3% | +680.5% | +388.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling