+17.8%
YUM vs GFS
-19.7%
+37.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.2% |
| 7D | -6.1% | +3.8% | -9.9% | -6.2% |
| 30D | -5.8% | -11.7% | +5.9% | -5.3% |
| 3M | -7.6% | -41.8% | +34.1% | -5.7% |
| 6M | -9.1% | +6.6% | -15.8% | -11.7% |
| YTD | -5.5% | +34.6% | -40.2% | -10.4% |
| 1Y | -3.7% | +46.2% | -49.9% | -9.8% |
| 3Y | +17.8% | -20.3% | +38.1% | +17.2% |
| All | +17.8% | -19.7% | +37.5% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 3y: compounded portfolio wealth divided by compounded GFS 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…
3y analysis · Full analysis span regression · 6 months rolling