+165.5%
YUM vs GDDY
+207.2%
-41.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.5% |
| 7D | -6.1% | -3.2% | -2.9% | -5.5% |
| 30D | -5.8% | +6.8% | -12.6% | -7.5% |
| 3M | -7.6% | +30.5% | -38.1% | -14.3% |
| 6M | -9.1% | +13.3% | -22.5% | -13.4% |
| YTD | -5.5% | -21.0% | +15.4% | -2.1% |
| 1Y | -3.7% | -34.0% | +30.3% | +4.4% |
| 3Y | +17.8% | +33.1% | -15.3% | +2.4% |
| 5Y | +19.3% | +30.3% | -11.1% | +1.9% |
| All | +165.5% | +207.2% | -41.7% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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