+1.4%
LYFT vs GGLL
+309.0%
-307.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.5% | -3.7% | -6.9% |
| 7D | -14.1% | -3.9% | -10.2% | -13.0% |
| 30D | -13.7% | -15.4% | +1.7% | -9.3% |
| 3M | +7.4% | -21.9% | +29.3% | +14.2% |
| 6M | +8.3% | +4.5% | +3.8% | +2.6% |
| YTD | -23.1% | -2.4% | -20.7% | -25.7% |
| 1Y | -19.0% | +57.8% | -76.8% | -34.7% |
| 3Y | +37.7% | +227.2% | -189.5% | -25.4% |
| All | +1.4% | +309.0% | -307.6% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 all: compounded portfolio wealth divided by compounded GGLL 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…
all analysis · Full analysis span regression · 6 months rolling