+364.7%
GDX vs LYFT
-82.8%
+447.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.3% | -3.5% |
| 7D | -5.4% | -13.1% | +7.7% | -4.1% |
| 30D | +6.6% | -14.4% | +20.9% | +8.1% |
| 3M | +30.1% | +12.2% | +17.9% | +28.5% |
| 6M | -7.1% | +13.4% | -20.5% | -8.5% |
| YTD | +12.0% | -22.5% | +34.4% | +14.0% |
| 1Y | +41.2% | -20.8% | +62.0% | +43.2% |
| 3Y | +251.0% | +38.8% | +212.2% | +228.2% |
| 5Y | +226.7% | -70.0% | +296.7% | +231.5% |
| All | +364.7% | -82.8% | +447.5% | +321.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling