+706.3%
YUM vs GNRC
+2,082.9%
-1,376.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -2.5% |
| 7D | -6.1% | -0.2% | -5.9% | -6.0% |
| 30D | -5.8% | -15.7% | +9.9% | -3.5% |
| 3M | -7.6% | -27.3% | +19.7% | -3.8% |
| 6M | -9.1% | -12.1% | +2.9% | -8.8% |
| YTD | -5.5% | +37.1% | -42.6% | -12.3% |
| 1Y | -3.7% | -0.5% | -3.2% | -6.5% |
| 3Y | +17.8% | +61.5% | -43.7% | +2.8% |
| 5Y | +19.3% | -58.6% | +77.8% | +26.1% |
| 10Y | +170.7% | +446.3% | -275.6% | +64.6% |
| All | +706.3% | +2,082.9% | -1,376.6% | +250.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling