+11.3%
YUM vs GWRE
-26.4%
+37.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.5% | +0.6% | -2.8% |
| 7D | +3.7% | -0.7% | +4.4% | +3.7% |
| 30D | +14.8% | -1.6% | +16.4% | +14.9% |
| 3M | +6.4% | +0.9% | +5.5% | +6.4% |
| 6M | +4.3% | +23.1% | -18.8% | +3.2% |
| YTD | +8.1% | -19.7% | +27.8% | +11.4% |
| 1Y | +11.3% | -25.0% | +36.3% | +16.9% |
| All | +11.3% | -26.4% | +37.7% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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