-70.4%
LYFT vs GFI
+538.3%
-608.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.9% |
| 7D | -8.4% | -2.7% | -5.7% | -8.0% |
| 30D | -7.6% | +13.2% | -20.8% | -9.4% |
| 3M | +11.7% | +28.5% | -16.7% | +7.2% |
| 6M | +15.1% | -6.2% | +21.3% | +14.7% |
| YTD | -20.9% | +8.7% | -29.6% | -23.4% |
| 1Y | -16.4% | +24.8% | -41.2% | -21.0% |
| 3Y | +35.2% | +298.0% | -262.8% | +7.4% |
| All | -70.4% | +538.3% | -608.7% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling