+3,947.2%
YUM vs GFI
+1,303.6%
+2,643.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -2.0% |
| 7D | -6.1% | -4.9% | -1.2% | -5.9% |
| 30D | -5.8% | +10.7% | -16.6% | -6.3% |
| 3M | -7.6% | +25.6% | -33.3% | -8.7% |
| 6M | -9.1% | -8.3% | -0.9% | -9.1% |
| YTD | -5.5% | +6.3% | -11.8% | -6.3% |
| 1Y | -3.7% | +22.1% | -25.8% | -5.4% |
| 3Y | +17.8% | +289.2% | -271.4% | +8.8% |
| 5Y | +19.3% | +531.7% | -512.4% | +6.6% |
| 10Y | +170.7% | +1,043.8% | -873.1% | +129.7% |
| All | +3,947.2% | +1,303.6% | +2,643.6% | +3,214.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling