+20.0%
YUM vs GRMN
+81.6%
-61.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.2% | -6.3% | -2.7% |
| 7D | -6.1% | +2.4% | -8.5% | -6.4% |
| 30D | -5.8% | -8.5% | +2.6% | -4.6% |
| 3M | -7.6% | +19.5% | -27.1% | -10.6% |
| 6M | -9.1% | +21.2% | -30.3% | -12.4% |
| YTD | -5.5% | +41.0% | -46.6% | -11.3% |
| 1Y | -3.7% | +19.6% | -23.3% | -7.2% |
| 3Y | +17.8% | +183.8% | -166.0% | -11.6% |
| All | +20.0% | +81.6% | -61.6% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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