+224.1%
GDX vs LYFT
-69.9%
+294.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.9% |
| 7D | -2.2% | -8.4% | +6.2% | -1.4% |
| 30D | +6.8% | -7.6% | +14.3% | +7.5% |
| 3M | +24.9% | +11.7% | +13.2% | +23.5% |
| 6M | -4.2% | +15.1% | -19.3% | -5.7% |
| YTD | +13.2% | -20.9% | +34.1% | +14.9% |
| 1Y | +40.2% | -16.4% | +56.6% | +41.4% |
| 3Y | +249.6% | +35.2% | +214.4% | +229.9% |
| All | +224.1% | -69.9% | +294.0% | +206.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling