+220.4%
GDXJ vs LYFT
-69.9%
+290.3%
-48.8%
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% | +0.8% |
| 7D | -2.8% | -8.4% | +5.6% | -1.8% |
| 30D | +5.0% | -7.6% | +12.6% | +6.0% |
| 3M | +24.1% | +11.7% | +12.3% | +22.1% |
| 6M | -7.4% | +15.1% | -22.5% | -9.2% |
| YTD | +10.2% | -20.9% | +31.1% | +12.5% |
| 1Y | +42.5% | -16.4% | +58.9% | +44.2% |
| 3Y | +285.7% | +35.2% | +250.5% | +256.0% |
| All | +220.4% | -69.9% | +290.3% | +210.2% |
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