The Mitchelton-Scott rider refused to concede that he has overall victory stitched up after winning alone on stage 15 in Sappada, extending his lead on Tom Dumoulin (Sunweb) to 2:11, and pushing Chris Froome (Team Sky) out of contention and down to 4:52. He expects Tuesday's time trial to be a major judgment day.
"To say I'm the favourite … I'm not sure," Yates said with a smile, a moment of silence and a sigh of hesitance despite his clear dominance.
"There's still the TT to come. I know I sound like a broken record, but that's because I don't know how much time I need. I gave it everything today to get as much time as possible on Tom.
"Today I knew that everyone was tired. I was extremely tired too, but I was really, really motivated to take as much time as possible. That's the advantage I had. I really felt a passion, a drive, something pushing to me to get as much time as possible. But the finale was hardest 15km of my life."
Yates was flattered to discover that his huge solo effort made him part of an elite club of pink-jersey wearing stage winners.
"It's a real magnificent achievement. I'm really proud of that," he said of his growing palmares.
"I arrived here to try to win the race but I didn't expect to win three stages. I was hoping for one stage and to win overall but never dreamed I'd win three stages. I'm lost for words … I'd never imagined that."
Taking the bus with his teammates
As Yates spoke to the media, Chris Froome was climbing into a nearby helicopter to fly across the Dolomites to his rest day hotel in Trento just as he did after the stage finish on Mount Etna.
"That's OK I'm happy in the bus," Yates said with a shrug, apparently happy to join his teammates for a three-hour bus ride rather than think about a marginal gain.
The Italian tifosi and the Italian media knew little about Yates before the start of the Giro d'Italia. Now he is winning them over as he wins stage after stage and honours the maglia rosa with aggressive racing. The feeling seems reciprocal, even though Yates tries to keep his emotions in check.
"I'm always a pretty calm guy regardless of what's happening," he said.
"I'm also nervous with the TT coming up. But I'm also relaxed because regardless of what happens now, I've had a very successful Giro. Of course, I came here to win the race, and I'll try my best, but I don't know how things will go until after the TT."
Yates pushed back on suggestions that he could now hold onto the pink jersey after Tuesday's 34.2km time trial from Trento to Rovereto. He feels he needs more than 2:11 to hold off Dumoulin, rubbishing a suggestion that Dumoulin is tired and so will not dominate the time trial.
"I'm also very tired so maybe I won't be as best as I can be … I'm not very good anyway," he said self-effacingly.
"We've got the rest day, so we’ll see. Two minutes is not a lot. I keep saying this but it's a fact.
"I don't know if it's enough, I wish I did because I'd be a bit more calm. I've been trying to take time since the race started, and I've been successful on many days, but my advantage can be whipped out in one day, in one TT."