+4,535.0%
YUM vs GPC
+887.0%
+3,648.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | +10.0% | -6.3% | +16.3% | +13.1% |
| 3M | +7.5% | -8.2% | +15.7% | +11.4% |
| 6M | +8.8% | +27.1% | -18.3% | -4.0% |
| YTD | +8.2% | +3.1% | +5.1% | +3.6% |
| 1Y | +9.8% | +0.1% | +9.8% | +6.6% |
| 3Y | +36.4% | +0.2% | +36.2% | +26.8% |
| 5Y | +41.7% | +4.9% | +36.8% | +25.5% |
| 10Y | +217.5% | +75.2% | +142.3% | +100.1% |
| All | +4,535.0% | +887.0% | +3,648.0% | +1,152.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling