+26.6%
YUM vs GD
+93.2%
-66.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -1.7% | -3.5% | +1.8% | -0.7% |
| 30D | -0.8% | -9.0% | +8.2% | +1.8% |
| 3M | +1.5% | +5.1% | -3.6% | -0.2% |
| 6M | -6.1% | -1.0% | -5.1% | -6.2% |
| YTD | -0.2% | +7.3% | -7.5% | -2.8% |
| 1Y | +2.5% | +12.4% | -10.0% | -1.6% |
| 3Y | +24.6% | +73.7% | -49.1% | +3.0% |
| All | +26.6% | +93.2% | -66.6% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling