+459.7%
GLW vs YUM
+20.4%
+439.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.2% |
| 7D | +11.7% | -5.2% | +16.9% | +11.7% |
| 30D | +2.7% | -0.1% | +2.8% | +2.5% |
| 3M | -2.8% | -4.3% | +1.5% | -3.0% |
| 6M | +20.2% | -8.7% | +28.9% | +20.7% |
| YTD | +87.3% | -3.5% | +90.8% | +86.7% |
| 1Y | +119.6% | +0.5% | +119.1% | +117.6% |
| All | +459.7% | +20.4% | +439.3% | +420.8% |
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