+40.4%
YUM vs GGLL
+328.7%
-288.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.1% |
| 7D | -2.0% | -4.8% | +2.7% | -1.9% |
| 30D | -1.1% | -13.7% | +12.6% | -0.7% |
| 3M | +1.8% | -21.9% | +23.6% | +2.4% |
| 6M | -4.7% | +11.7% | -16.4% | -5.8% |
| YTD | +0.6% | +2.3% | -1.7% | -0.3% |
| 1Y | +6.4% | +76.2% | -69.8% | +2.5% |
| 3Y | +22.6% | +245.0% | -222.4% | +10.4% |
| All | +40.4% | +328.7% | -288.3% | +24.9% |
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