+35.2%
LYFT vs GFI
+296.4%
-261.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.8% |
| 7D | -8.4% | -2.7% | -5.7% | -7.9% |
| 30D | -7.6% | +13.2% | -20.8% | -9.9% |
| 3M | +11.7% | +28.5% | -16.7% | +6.0% |
| 6M | +15.1% | -6.2% | +21.3% | +14.7% |
| YTD | -20.9% | +8.7% | -29.6% | -24.4% |
| 1Y | -16.4% | +24.8% | -41.2% | -22.8% |
| 3Y | +35.2% | +298.0% | -262.8% | -7.3% |
| All | +35.2% | +296.4% | -261.2% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · 6 months rolling