+35.2%
LYFT vs GFS
-19.7%
+54.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.5% |
| 7D | -8.4% | +3.8% | -12.2% | -9.1% |
| 30D | -7.6% | -11.7% | +4.1% | -5.2% |
| 3M | +11.7% | -41.8% | +53.5% | +24.6% |
| 6M | +15.1% | +6.6% | +8.5% | +6.2% |
| YTD | -20.9% | +34.6% | -55.6% | -35.0% |
| 1Y | -16.4% | +46.2% | -62.5% | -33.7% |
| 3Y | +35.2% | -20.3% | +55.5% | +29.5% |
| All | +35.2% | -19.7% | +54.9% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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