+185.9%
YUM vs GD
+192.1%
-6.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | -1.7% | -3.5% | +1.8% | -0.2% |
| 30D | -0.8% | -9.0% | +8.2% | +3.0% |
| 3M | +1.5% | +5.1% | -3.6% | -0.9% |
| 6M | -6.1% | -1.0% | -5.1% | -6.2% |
| YTD | -0.2% | +7.3% | -7.5% | -3.9% |
| 1Y | +2.5% | +12.4% | -10.0% | -3.4% |
| 3Y | +24.6% | +73.7% | -49.1% | -5.1% |
| 5Y | +25.7% | +93.8% | -68.1% | -10.8% |
| All | +185.9% | +192.1% | -6.3% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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