+23.1%
YUM vs GFS
0.0%
+23.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.3% |
| 7D | -6.1% | +3.8% | -9.9% | -6.3% |
| 30D | -5.8% | -11.7% | +5.9% | -5.0% |
| 3M | -7.6% | -41.8% | +34.1% | -4.0% |
| 6M | -9.1% | +6.6% | -15.8% | -11.8% |
| YTD | -5.5% | +34.6% | -40.2% | -11.0% |
| 1Y | -3.7% | +46.2% | -49.9% | -10.5% |
| 3Y | +17.8% | -20.3% | +38.1% | +15.4% |
| All | +23.1% | 0.0% | +23.0% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling