+3,386.1%
YUM vs GPN
+2,487.0%
+899.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -6.1% | -4.6% | -1.5% | -4.9% |
| 30D | -5.8% | -0.3% | -5.6% | -5.9% |
| 3M | -7.6% | +35.4% | -43.1% | -15.3% |
| 6M | -9.1% | +21.7% | -30.8% | -14.8% |
| YTD | -5.5% | +14.9% | -20.4% | -10.7% |
| 1Y | -3.7% | +3.2% | -6.9% | -6.5% |
| 3Y | +17.8% | -27.1% | +44.9% | +22.3% |
| 5Y | +19.3% | -44.4% | +63.6% | +29.7% |
| 10Y | +170.7% | +27.0% | +143.7% | +130.9% |
| All | +3,386.1% | +2,487.0% | +899.1% | +1,830.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling