+2,068.6%
YUM vs GME
+1,158.5%
+910.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.0% |
| 7D | -5.2% | +6.0% | -11.2% | -5.4% |
| 30D | -0.1% | +8.3% | -8.4% | -0.5% |
| 3M | -4.3% | -9.1% | +4.8% | -3.9% |
| 6M | -8.7% | -16.3% | +7.6% | -8.2% |
| YTD | -3.5% | +1.5% | -5.0% | -3.8% |
| 1Y | +0.5% | -16.3% | +16.8% | +0.9% |
| 3Y | +20.5% | +15.1% | +5.4% | +12.3% |
| 5Y | +21.8% | -57.2% | +79.0% | +15.3% |
| 10Y | +176.5% | +274.5% | -98.0% | +40.5% |
| All | +2,068.6% | +1,158.5% | +910.1% | +747.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling