+650.5%
GS vs YUM
+174.3%
+476.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.5% |
| 7D | +2.4% | -3.6% | +6.0% | +4.3% |
| 30D | -0.1% | +0.4% | -0.5% | -0.6% |
| 3M | +0.2% | -3.8% | +4.0% | +1.3% |
| 6M | +24.8% | -8.3% | +33.1% | +28.9% |
| YTD | +18.8% | -2.6% | +21.4% | +18.0% |
| 1Y | +37.3% | +1.5% | +35.8% | +32.3% |
| 3Y | +237.9% | +21.6% | +216.3% | +185.2% |
| 5Y | +187.0% | +23.5% | +163.5% | +136.9% |
| 10Y | +650.5% | +178.9% | +471.6% | +294.4% |
| All | +650.5% | +174.3% | +476.2% | +294.4% |
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