+20.0%
YUM vs GSK
+47.2%
-27.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -6.1% | -3.5% | -2.5% | -5.3% |
| 30D | -5.8% | -3.4% | -2.4% | -5.2% |
| 3M | -7.6% | -8.1% | +0.5% | -6.1% |
| 6M | -9.1% | -11.1% | +2.0% | -7.1% |
| YTD | -5.5% | +0.7% | -6.3% | -6.1% |
| 1Y | -3.7% | +20.1% | -23.9% | -7.9% |
| 3Y | +17.8% | +46.1% | -28.3% | +6.5% |
| All | +20.0% | +47.2% | -27.2% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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