+4,208.2%
YUM vs GD
+2,886.3%
+1,321.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.5% |
| 7D | -2.0% | -5.3% | +3.2% | +0.1% |
| 30D | -1.1% | -6.4% | +5.3% | +1.5% |
| 3M | +1.8% | +5.7% | -3.9% | -0.7% |
| 6M | -4.7% | -0.9% | -3.8% | -4.8% |
| YTD | +0.6% | +8.2% | -7.6% | -3.3% |
| 1Y | +6.4% | +13.4% | -7.0% | +0.3% |
| 3Y | +22.6% | +68.5% | -45.9% | -3.1% |
| 5Y | +26.0% | +97.2% | -71.2% | -7.8% |
| 10Y | +174.6% | +190.2% | -15.6% | +66.4% |
| All | +4,208.2% | +2,886.3% | +1,321.9% | +1,054.5% |
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 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