+19.1%
GLD vs LYFT
-19.5%
+38.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.4% |
| 7D | -2.0% | -8.4% | +6.4% | -1.1% |
| 30D | -1.5% | -7.6% | +6.1% | -0.8% |
| 3M | +3.2% | +11.7% | -8.5% | +1.7% |
| 6M | -16.3% | +15.1% | -31.4% | -17.9% |
| YTD | +0.6% | -20.9% | +21.5% | +1.5% |
| 1Y | +19.1% | -16.4% | +35.5% | +20.6% |
| All | +19.1% | -19.5% | +38.7% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling