+231.1%
GM vs YUM
+171.3%
+59.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.8% |
| 7D | -2.4% | -6.1% | +3.6% | +1.5% |
| 30D | -1.1% | -5.8% | +4.7% | +2.5% |
| 3M | +6.1% | -7.6% | +13.7% | +10.5% |
| 6M | +15.0% | -9.1% | +24.1% | +20.6% |
| YTD | +6.0% | -5.5% | +11.5% | +8.0% |
| 1Y | +47.1% | -3.7% | +50.8% | +47.0% |
| 3Y | +170.5% | +17.8% | +152.7% | +125.0% |
| 5Y | +80.5% | +19.3% | +61.2% | +47.7% |
| All | +231.1% | +171.3% | +59.8% | +66.0% |
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