+5.3%
YUM vs GGLL
-47.0%
+52.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.1% | -0.4% |
| 7D | -4.1% | +11.5% | -15.6% | -3.8% |
| 30D | +8.4% | -31.2% | +39.6% | +7.2% |
| 3M | +6.5% | -28.7% | +35.2% | +5.4% |
| 6M | +5.3% | -47.2% | +52.5% | +4.1% |
| All | +5.3% | -47.0% | +52.2% | +4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling