+1,558.0%
GLW vs YUM
+4,264.3%
-2,706.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +6.1% |
| 7D | +3.8% | -2.0% | +5.8% | +4.5% |
| 30D | -1.3% | -1.1% | -0.3% | -1.2% |
| 3M | -21.8% | +1.8% | -23.6% | -23.0% |
| 6M | +6.9% | -4.7% | +11.6% | +7.4% |
| YTD | +77.2% | +0.6% | +76.6% | +74.5% |
| 1Y | +123.2% | +6.4% | +116.8% | +114.4% |
| 3Y | +400.0% | +22.6% | +377.4% | +350.9% |
| 5Y | +342.8% | +26.0% | +316.8% | +294.4% |
| 10Y | +771.4% | +174.6% | +596.8% | +499.1% |
| All | +1,558.0% | +4,264.3% | -2,706.3% | +571.1% |
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