The 25-year-old Brit of Mitchelton-Scott has dominated mountain stages so far, and counts three summit finish wins in the pink jersey and a 2-11-minute lead over his top rival Tom Dumoulin (Sunweb).
"Everyone is waiting for me to have a bad day," Yates said during the final rest day.
"The third week is extremely difficult regardless if you're in gruppetto, working or racing for the win. This is the hardest week of the sport regardless of the Grand Tour."
Yates is the first to win three stages in the pink jersey since Gilberto Simoni in 2003. He and his team dominated the summit finishes, with Esteban Chaves winning on Mount Etna before falling sick.
He has never raced so close to the top, previously placing sixth in the 2016 Vuelta a España and the 2017 Tour de France, but he remains pragmatic.
"I am relaxed, feel good, if I blow up and explode in final week, or lose five minutes tomorrow, we're fine with what I've done at the moment. If I cannot win, that's OK, I would not lose sleep."
On Tuesday, the Giro riders face the race's long time trial. Tom Dumoulin will look to overthrow Yates in the 32.4-kilometre time trial from Trento to Rovereto.
"I will do the best I can. I am expecting to lose a lot and that's why I have been so aggressive to try to take time in the mountains," Yates added.
"Tom is my biggest rival because he is the one who take the most out of me – other guys Thibaut Pinot, also Domenico Pozzovivo is no slouch in the time trial.
"I am one of the weaker time trial riders here among the GC guys, I am expecting to lose time, I knew that even before we started the race."
The race continues over terrain better suited to Yates over the next week. The race finishes uphill to Pratonevoso, Bardonecchia and Cervinia. The climbs could allow Yates to take back any time trial losses, but also potentially crack him and open the door to his rivals.
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