+2,064.0%
GS vs YUM
+1,828.5%
+235.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | +0.9% | -2.0% | +3.0% | +1.8% |
| 30D | -1.6% | -1.1% | -0.5% | -1.4% |
| 3M | -4.5% | +1.8% | -6.3% | -5.9% |
| 6M | +20.9% | -4.7% | +25.6% | +22.1% |
| YTD | +19.9% | +0.6% | +19.3% | +18.0% |
| 1Y | +41.4% | +6.4% | +35.0% | +35.1% |
| 3Y | +239.2% | +22.6% | +216.6% | +200.9% |
| 5Y | +185.0% | +26.0% | +159.1% | +148.8% |
| 10Y | +655.0% | +174.6% | +480.3% | +371.7% |
| All | +2,064.0% | +1,828.5% | +235.5% | +608.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling