+240.4%
GS vs YUM
+23.7%
+216.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | +3.4% | -1.7% | +5.0% | +3.7% |
| 30D | +0.2% | -0.8% | +1.0% | +0.3% |
| 3M | -0.3% | +1.5% | -1.8% | -1.1% |
| 6M | +27.4% | -6.1% | +33.5% | +28.7% |
| YTD | +19.6% | -0.2% | +19.9% | +18.5% |
| 1Y | +42.5% | +2.5% | +40.0% | +39.7% |
| 3Y | +240.4% | +24.6% | +215.8% | +204.8% |
| All | +240.4% | +23.7% | +216.7% | +204.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling