+20.0%
YUM vs GPN
-44.5%
+64.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -6.1% | -4.3% | -1.7% | -5.3% |
| 30D | -5.8% | 0.0% | -5.8% | -5.9% |
| 3M | -7.6% | +35.8% | -43.4% | -12.9% |
| 6M | -9.1% | +22.0% | -31.2% | -12.9% |
| YTD | -5.5% | +15.2% | -20.7% | -8.9% |
| 1Y | -3.7% | +3.5% | -7.2% | -5.4% |
| 3Y | +17.8% | -26.9% | +44.7% | +21.9% |
| All | +20.0% | -44.5% | +64.5% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 5y: compounded portfolio wealth divided by compounded GPN 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…
5y analysis · Full analysis span regression · 6 months rolling