+212.0%
YUM vs GD
+180.8%
+31.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -1.0% |
| 7D | +2.0% | -1.9% | +3.9% | +2.7% |
| 30D | +10.6% | +10.9% | -0.3% | +5.8% |
| 3M | +10.8% | -6.8% | +17.6% | +13.8% |
| 6M | +6.5% | +7.0% | -0.5% | +3.0% |
| YTD | +7.5% | +11.1% | -3.7% | +1.8% |
| 1Y | +10.2% | +7.0% | +3.1% | +6.0% |
| 3Y | +34.8% | +59.9% | -25.1% | +6.9% |
| 5Y | +40.0% | +102.5% | -62.4% | -2.9% |
| 10Y | +212.0% | +174.0% | +38.0% | +81.7% |
| All | +212.0% | +180.8% | +31.2% | +81.7% |
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