+230.6%
GLD vs LYFT
-82.9%
+313.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.3% | +9.2% | +1.1% |
| 7D | +0.1% | -14.1% | +14.3% | +0.5% |
| 30D | +0.2% | -13.7% | +13.9% | +0.5% |
| 3M | +3.2% | +7.4% | -4.2% | +3.0% |
| 6M | -14.6% | +8.3% | -22.9% | -14.8% |
| YTD | +1.8% | -23.1% | +24.9% | +2.1% |
| 1Y | +20.7% | -19.0% | +39.7% | +21.0% |
| 3Y | +126.5% | +37.7% | +88.8% | +124.0% |
| 5Y | +140.0% | -70.5% | +210.5% | +139.3% |
| All | +230.6% | -82.9% | +313.5% | +221.3% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling