+50.0%
YUM vs GGLL
+206.6%
-156.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.1% |
| 7D | -3.7% | +2.9% | -6.6% | -3.8% |
| 30D | +9.2% | -33.1% | +42.3% | +10.3% |
| 3M | +11.2% | -31.2% | +42.4% | +12.2% |
| 6M | +7.7% | -49.4% | +57.0% | +9.6% |
| YTD | +7.5% | -26.8% | +34.3% | +7.4% |
| 1Y | +8.3% | -17.7% | +26.0% | +7.6% |
| 3Y | +34.8% | +160.4% | -125.6% | +22.1% |
| All | +50.0% | +206.6% | -156.6% | +34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling