+35.9%
YUM vs GGLL
+309.0%
-273.1%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.5% | +2.1% | -2.3% |
| 7D | -3.6% | -3.9% | +0.3% | -3.4% |
| 30D | +0.4% | -15.4% | +15.7% | +0.9% |
| 3M | -3.8% | -21.9% | +18.1% | -3.2% |
| 6M | -8.3% | +4.5% | -12.8% | -9.1% |
| YTD | -2.6% | -2.4% | -0.2% | -3.3% |
| 1Y | +1.5% | +57.8% | -56.3% | -1.7% |
| 3Y | +21.6% | +227.2% | -205.6% | +9.7% |
| All | +35.9% | +309.0% | -273.1% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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