-80.4%
LYFT vs GLDM
+231.3%
-311.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.8% |
| 7D | -8.4% | -2.0% | -6.4% | -7.9% |
| 30D | -7.6% | -1.5% | -6.1% | -7.3% |
| 3M | +11.7% | +3.3% | +8.4% | +10.5% |
| 6M | +15.1% | -16.2% | +31.3% | +20.8% |
| YTD | -20.9% | +0.7% | -21.6% | -21.8% |
| 1Y | -16.4% | +19.4% | -35.8% | -21.6% |
| 3Y | +35.2% | +125.5% | -90.3% | +5.5% |
| 5Y | -69.4% | +142.0% | -211.3% | -76.6% |
| All | -80.4% | +231.3% | -311.7% | -86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 10y: compounded portfolio wealth divided by compounded GLDM 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…
10y analysis · Full analysis span regression · 6 months rolling