+17.8%
YUM vs GME
+18.5%
-0.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.7% | -5.8% | -2.1% |
| 7D | -6.1% | +10.4% | -16.4% | -6.1% |
| 30D | -5.8% | +14.1% | -19.9% | -5.9% |
| 3M | -7.6% | -4.6% | -3.0% | -7.6% |
| 6M | -9.1% | -13.5% | +4.4% | -9.1% |
| YTD | -5.5% | +5.3% | -10.8% | -5.5% |
| 1Y | -3.7% | -14.9% | +11.2% | -3.7% |
| 3Y | +17.8% | +24.3% | -6.5% | +20.7% |
| All | +17.8% | +18.5% | -0.7% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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