+17.8%
YUM vs GNRC
+61.6%
-43.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -2.2% |
| 7D | -6.1% | -0.2% | -5.9% | -6.1% |
| 30D | -5.8% | -15.7% | +9.9% | -5.0% |
| 3M | -7.6% | -27.3% | +19.7% | -6.3% |
| 6M | -9.1% | -12.1% | +2.9% | -9.6% |
| YTD | -5.5% | +37.1% | -42.6% | -9.8% |
| 1Y | -3.7% | -0.5% | -3.2% | -5.6% |
| 3Y | +17.8% | +61.5% | -43.7% | +5.2% |
| All | +17.8% | +61.6% | -43.8% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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