+133.0%
YUM vs GLDM
+216.5%
-83.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.1% |
| 7D | +2.0% | +2.9% | -0.8% | +1.7% |
| 30D | +10.6% | -3.9% | +14.5% | +11.1% |
| 3M | +10.8% | -8.1% | +18.9% | +11.8% |
| 6M | +6.5% | -14.7% | +21.2% | +8.3% |
| YTD | +7.5% | -6.6% | +14.0% | +7.3% |
| 1Y | +10.2% | -2.1% | +12.2% | +9.2% |
| 3Y | +34.8% | +107.7% | -72.9% | +16.1% |
| 5Y | +40.0% | +116.5% | -76.4% | +18.7% |
| All | +133.0% | +216.5% | -83.4% | +100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling