+86.2%
YUM vs GH
+473.1%
-386.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.7% |
| 7D | -5.2% | -1.2% | -3.9% | -5.1% |
| 30D | -0.1% | -3.7% | +3.6% | +0.1% |
| 3M | -4.3% | +21.7% | -26.0% | -6.0% |
| 6M | -8.7% | +75.7% | -84.5% | -13.2% |
| YTD | -3.5% | +55.7% | -59.2% | -7.6% |
| 1Y | +0.5% | +181.1% | -180.7% | -8.9% |
| 3Y | +20.5% | +371.6% | -351.1% | +0.9% |
| 5Y | +21.8% | +23.2% | -1.4% | +10.5% |
| All | +86.2% | +473.1% | -386.9% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling