+111.2%
YUM vs GLDM
+245.4%
-134.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.5% |
| 7D | -3.6% | +0.2% | -3.7% | -3.6% |
| 30D | +0.4% | +0.3% | +0.1% | +0.3% |
| 3M | -3.8% | +3.3% | -7.1% | -4.3% |
| 6M | -8.3% | -14.5% | +6.2% | -6.7% |
| YTD | -2.6% | +1.9% | -4.6% | -3.7% |
| 1Y | +1.5% | +21.1% | -19.6% | -2.5% |
| 3Y | +21.6% | +128.6% | -107.0% | +3.5% |
| 5Y | +23.5% | +143.8% | -120.3% | +2.9% |
| All | +111.2% | +245.4% | -134.2% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded GLDM 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling