+43.0%
YUM vs FGI
-66.3%
+109.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.7% | -0.6% |
| 7D | -4.1% | +13.5% | -17.6% | -4.1% |
| 30D | +8.4% | +17.1% | -8.8% | +8.2% |
| 3M | +6.5% | +78.0% | -71.5% | +5.7% |
| 6M | +5.3% | +46.4% | -41.2% | +4.5% |
| YTD | +6.9% | +47.7% | -40.9% | +5.9% |
| 1Y | +8.7% | +56.8% | -48.1% | +7.4% |
| 3Y | +34.1% | +12.3% | +21.8% | +31.7% |
| All | +43.0% | -66.3% | +109.3% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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