+20.0%
YUM vs GAP
+8.7%
+11.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -2.3% |
| 7D | -6.1% | -4.1% | -2.0% | -5.8% |
| 30D | -5.8% | +6.2% | -12.0% | -6.3% |
| 3M | -7.6% | -0.7% | -6.9% | -7.7% |
| 6M | -9.1% | -7.1% | -2.0% | -9.0% |
| YTD | -5.5% | -14.1% | +8.5% | -5.0% |
| 1Y | -3.7% | -8.5% | +4.8% | -3.8% |
| 3Y | +17.8% | +115.4% | -97.6% | +5.2% |
| All | +20.0% | +8.7% | +11.3% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 5y: compounded portfolio wealth divided by compounded GAP 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…
5y analysis · Full analysis span regression · 6 months rolling