-81.0%
LYFT vs GLDM
+235.2%
-316.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.9% | -9.2% | -8.5% |
| 7D | -14.1% | +0.2% | -14.3% | -14.2% |
| 30D | -13.7% | +0.3% | -13.9% | -13.8% |
| 3M | +7.4% | +3.3% | +4.1% | +6.2% |
| 6M | +8.3% | -14.5% | +22.8% | +13.0% |
| YTD | -23.1% | +1.9% | -25.0% | -24.2% |
| 1Y | -19.0% | +21.1% | -40.1% | -24.4% |
| 3Y | +37.7% | +128.6% | -90.9% | +7.0% |
| 5Y | -70.5% | +143.8% | -214.3% | -77.5% |
| All | -81.0% | +235.2% | -316.2% | -87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling