+1,788.2%
GS vs YUM
+1,969.0%
-180.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.8% | +4.7% |
| 7D | +0.8% | +2.1% | -1.2% | -0.1% |
| 30D | +1.2% | +11.1% | -9.9% | -3.3% |
| 3M | -12.4% | +7.3% | -19.7% | -15.4% |
| 6M | -2.3% | +6.9% | -9.3% | -6.2% |
| YTD | +4.6% | +7.9% | -3.3% | -0.4% |
| 1Y | +17.5% | +10.0% | +7.5% | +10.8% |
| 3Y | +202.0% | +36.7% | +165.3% | +155.0% |
| 5Y | +152.4% | +40.2% | +112.2% | +109.9% |
| 10Y | +478.5% | +210.6% | +267.9% | +243.0% |
| All | +1,788.2% | +1,969.0% | -180.9% | +498.2% |
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