+75.8%
GM vs YUM
+19.0%
+56.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.4% |
| 7D | -2.4% | -6.1% | +3.6% | +0.5% |
| 30D | -1.1% | -5.8% | +4.7% | +1.6% |
| 3M | +6.1% | -7.6% | +13.7% | +9.5% |
| 6M | +15.0% | -9.1% | +24.1% | +19.3% |
| YTD | +6.0% | -5.5% | +11.5% | +7.5% |
| 1Y | +47.1% | -3.7% | +50.8% | +47.2% |
| 3Y | +170.5% | +17.8% | +152.7% | +126.3% |
| All | +75.8% | +19.0% | +56.8% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling