+0.9%
YUM vs GLXY
+7.0%
-6.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.0% | +4.6% | -2.5% |
| 7D | -3.6% | +4.5% | -8.1% | -3.5% |
| 30D | +0.4% | +28.8% | -28.5% | +0.6% |
| 3M | -3.8% | -23.0% | +19.3% | -4.1% |
| 6M | -8.3% | +17.0% | -25.3% | -8.3% |
| YTD | -2.6% | +12.5% | -15.1% | -2.2% |
| 1Y | +1.5% | -5.4% | +6.9% | +0.9% |
| All | +0.9% | +7.0% | -6.1% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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