+13.4%
YUM vs GTLB
+6.1%
+7.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | +10.8% | -9.7% | +20.4% | +10.2% |
| 30D | +21.4% | +1.7% | +19.7% | +21.6% |
| 3M | +13.2% | +43.6% | -30.4% | +15.8% |
| 6M | +8.8% | +113.0% | -104.2% | +13.9% |
| YTD | +11.5% | +39.5% | -28.0% | +13.3% |
| 1Y | +13.4% | +12.6% | +0.7% | +13.5% |
| All | +13.4% | +6.1% | +7.3% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling