+30.3%
YUM vs FGI
-69.1%
+99.4%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -2.4% |
| 7D | -3.6% | +14.7% | -18.2% | -3.6% |
| 30D | +0.4% | +67.0% | -66.6% | -0.3% |
| 3M | -3.8% | +31.0% | -34.8% | -4.3% |
| 6M | -8.3% | +126.8% | -135.1% | -9.4% |
| YTD | -2.6% | +35.6% | -38.3% | -3.5% |
| 1Y | +1.5% | +108.9% | -107.4% | -0.7% |
| 3Y | +21.6% | -0.3% | +21.8% | +19.7% |
| All | +30.3% | -69.1% | +99.4% | +32.4% |
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