+4,529.5%
YUM vs GD
+2,856.2%
+1,673.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.3% | -2.7% |
| 7D | +3.7% | -5.0% | +8.7% | +5.7% |
| 30D | +14.8% | +8.9% | +5.9% | +10.9% |
| 3M | +6.4% | -8.0% | +14.4% | +9.7% |
| 6M | +4.3% | +2.9% | +1.4% | +2.7% |
| YTD | +8.1% | +7.1% | +1.0% | +4.2% |
| 1Y | +11.3% | +5.9% | +5.4% | +7.7% |
| 3Y | +35.1% | +53.9% | -18.7% | +11.0% |
| 5Y | +39.9% | +95.4% | -55.5% | +2.7% |
| 10Y | +221.9% | +193.5% | +28.4% | +93.9% |
| All | +4,529.5% | +2,856.2% | +1,673.3% | +1,143.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling