+1,796.5%
GS vs YUM
+1,960.4%
-164.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.6% |
| 7D | +1.6% | +2.0% | -0.5% | +0.7% |
| 30D | +1.7% | +10.6% | -9.0% | -2.7% |
| 3M | -11.6% | +10.8% | -22.4% | -15.8% |
| 6M | -1.9% | +6.5% | -8.4% | -5.6% |
| YTD | +5.1% | +7.5% | -2.4% | +0.2% |
| 1Y | +16.4% | +10.2% | +6.3% | +9.7% |
| 3Y | +199.0% | +34.8% | +164.1% | +154.0% |
| 5Y | +157.4% | +40.0% | +117.4% | +114.2% |
| 10Y | +457.2% | +212.0% | +245.2% | +229.9% |
| All | +1,796.5% | +1,960.4% | -164.0% | +501.8% |
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 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