+54.8%
GDX vs LYFT
-1.1%
+55.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.5% |
| 7D | -0.4% | -5.5% | +5.1% | +0.9% |
| 30D | +18.6% | +1.5% | +17.2% | +18.2% |
| 3M | +14.9% | +18.4% | -3.5% | +10.4% |
| 6M | -6.3% | +20.8% | -27.1% | -10.7% |
| YTD | +15.7% | -13.7% | +29.4% | +16.8% |
| 1Y | +54.8% | -0.4% | +55.3% | +58.8% |
| All | +54.8% | -1.1% | +55.9% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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