+13.4%
YUM vs GFI
+6.9%
+6.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +6.3% | -0.4% | +5.6% |
| 7D | +10.8% | +1.4% | +9.3% | +10.6% |
| 30D | +21.4% | +3.0% | +18.5% | +21.2% |
| 3M | +13.2% | +10.2% | +3.0% | +12.4% |
| 6M | +8.8% | -10.1% | +18.9% | +8.4% |
| YTD | +11.5% | -11.4% | +23.0% | +10.7% |
| 1Y | +13.4% | +8.4% | +5.0% | +12.5% |
| All | +13.4% | +6.9% | +6.4% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling