+312.8%
YUM vs GWRE
+741.3%
-428.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | -6.1% | -13.2% | +7.2% | -4.0% |
| 30D | -5.8% | -18.6% | +12.8% | -3.3% |
| 3M | -7.6% | +18.9% | -26.5% | -11.4% |
| 6M | -9.1% | -11.0% | +1.8% | -9.6% |
| YTD | -5.5% | -29.9% | +24.4% | -2.4% |
| 1Y | -3.7% | -44.3% | +40.6% | +3.6% |
| 3Y | +17.8% | +51.7% | -33.9% | +1.0% |
| 5Y | +19.3% | +15.4% | +3.8% | +5.9% |
| 10Y | +170.7% | +129.4% | +41.3% | +101.2% |
| All | +312.8% | +741.3% | -428.6% | +158.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling