+17.8%
YUM vs GH
+363.0%
-345.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.1% |
| 7D | -6.1% | -2.5% | -3.6% | -6.0% |
| 30D | -5.8% | -4.7% | -1.1% | -5.7% |
| 3M | -7.6% | +20.2% | -27.9% | -8.2% |
| 6M | -9.1% | +78.8% | -87.9% | -10.9% |
| YTD | -5.5% | +54.1% | -59.6% | -7.0% |
| 1Y | -3.7% | +177.1% | -180.8% | -7.6% |
| 3Y | +17.8% | +371.6% | -353.8% | +8.7% |
| All | +17.8% | +363.0% | -345.2% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 3y: compounded portfolio wealth divided by compounded GH 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…
3y analysis · Full analysis span regression · 6 months rolling