+35.2%
LYFT vs GPC
-2.2%
+37.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | -8.4% | -3.2% | -5.2% | -7.4% |
| 30D | -7.6% | +0.5% | -8.1% | -7.8% |
| 3M | +11.7% | +31.7% | -20.0% | +1.6% |
| 6M | +15.1% | +24.7% | -9.6% | +6.4% |
| YTD | -20.9% | +11.8% | -32.7% | -25.7% |
| 1Y | -16.4% | -3.0% | -13.4% | -16.6% |
| 3Y | +35.2% | -1.1% | +36.3% | +24.0% |
| All | +35.2% | -2.2% | +37.4% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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