We study the local and non-local magnetoresistance of thin Pt strips deposited onto yttrium iron garnet. The local magnetoresistive response, inferred from the voltage drop measured along one given Pt strip upon current-biasing it, shows the characteristic magnetization orientation dependence of the spin Hall magnetoresistance. We simultaneously also record the non-local voltage appearing along a second, electrically isolated, Pt strip, separated from the current carrying one by a gap of a few 100 nm. The corresponding non-local magnetoresistance exhibits the symmetry expected for a magnon spin accumulation-driven process, confirming the results recently put forward by Cornelissen et al. [1]. Our magnetotransport data, taken at a series of different temperatures as a function of magnetic field orientation, rotating the externally applied field in three mutually orthogonal planes, show that the mechanisms behind the spin Hall and the non-local magnetoresistance are qualitatively different. In particular, the non-local magnetoresistance vanishes at liquid Helium temperatures, while the spin Hall magnetoresistance prevails.