-70.0%
LYFT vs GLDM
+139.5%
-209.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.4% |
| 7D | -13.1% | -3.4% | -9.7% | -12.1% |
| 30D | -14.4% | -1.1% | -13.3% | -14.2% |
| 3M | +12.2% | +5.9% | +6.3% | +9.9% |
| 6M | +13.4% | -16.9% | +30.3% | +19.9% |
| YTD | -22.5% | +0.2% | -22.6% | -23.5% |
| 1Y | -20.8% | +18.6% | -39.3% | -26.5% |
| 3Y | +38.8% | +124.6% | -85.8% | +4.4% |
| 5Y | -70.0% | +140.6% | -210.6% | -77.7% |
| All | -70.0% | +139.5% | -209.5% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling