+4,522.1%
YUM vs GD
+2,923.1%
+1,598.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.4% | -1.1% |
| 7D | +2.1% | -3.0% | +5.1% | +3.2% |
| 30D | +11.1% | +9.3% | +1.8% | +7.1% |
| 3M | +7.3% | -7.2% | +14.5% | +10.2% |
| 6M | +6.9% | +5.5% | +1.5% | +4.3% |
| YTD | +7.9% | +9.5% | -1.6% | +3.1% |
| 1Y | +10.0% | +6.4% | +3.5% | +6.2% |
| 3Y | +36.7% | +59.8% | -23.1% | +10.6% |
| 5Y | +40.2% | +98.0% | -57.8% | +2.4% |
| 10Y | +210.6% | +177.4% | +33.2% | +91.4% |
| All | +4,522.1% | +2,923.1% | +1,598.9% | +1,130.7% |
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 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