+36.9%
YUM vs GLDM
+107.7%
-70.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.9% |
| 7D | +3.7% | +4.7% | -1.0% | +3.4% |
| 30D | +14.8% | -0.9% | +15.7% | +14.8% |
| 3M | +6.4% | -4.3% | +10.7% | +6.5% |
| 6M | +4.3% | -13.4% | +17.7% | +5.0% |
| YTD | +8.1% | -5.8% | +13.9% | +7.7% |
| 1Y | +11.3% | +2.1% | +9.2% | +10.1% |
| All | +36.9% | +107.7% | -70.7% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling