+4,173.9%
YUM vs GPC
+972.8%
+3,201.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | +0.5% |
| 7D | -1.7% | +0.2% | -1.9% | -1.8% |
| 30D | -0.8% | -0.4% | -0.4% | -0.7% |
| 3M | +1.5% | +39.2% | -37.7% | -13.8% |
| 6M | -6.1% | +18.2% | -24.3% | -14.4% |
| YTD | -0.2% | +12.1% | -12.3% | -7.8% |
| 1Y | +2.5% | -0.7% | +3.1% | 0.0% |
| 3Y | +24.6% | -1.7% | +26.3% | +16.8% |
| 5Y | +25.7% | +29.3% | -3.6% | +0.5% |
| 10Y | +179.7% | +80.7% | +99.0% | +74.3% |
| All | +4,173.9% | +972.8% | +3,201.1% | +1,014.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GPC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling