-25.7%
GIS vs LYFT
-69.9%
+44.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.2% |
| 7D | -6.4% | -8.4% | +2.0% | -6.6% |
| 30D | -6.1% | -7.6% | +1.5% | -6.3% |
| 3M | +7.8% | +11.7% | -3.9% | +8.3% |
| 6M | -8.8% | +15.1% | -23.9% | -8.2% |
| YTD | -19.1% | -20.9% | +1.8% | -19.6% |
| 1Y | -24.8% | -16.4% | -8.4% | -24.9% |
| 3Y | -37.6% | +35.2% | -72.8% | -35.9% |
| All | -25.7% | -69.9% | +44.3% | -26.0% |
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