+437.1%
GS vs YUM
+211.5%
+225.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | +5.1% | -4.1% | +9.2% | +7.4% |
| 30D | +2.4% | +8.4% | -5.9% | -1.8% |
| 3M | -11.5% | +6.5% | -18.0% | -14.8% |
| 6M | -2.5% | +5.3% | -7.8% | -6.5% |
| YTD | +5.5% | +6.9% | -1.4% | -0.5% |
| 1Y | +11.0% | +8.7% | +2.3% | +3.5% |
| 3Y | +200.1% | +34.1% | +166.0% | +139.6% |
| 5Y | +154.7% | +39.9% | +114.8% | +95.3% |
| All | +437.1% | +211.5% | +225.6% | +164.8% |
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 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