-70.4%
LYFT vs GPC
+29.4%
-99.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | -8.4% | -3.2% | -5.2% | -7.1% |
| 30D | -7.6% | +0.5% | -8.1% | -7.8% |
| 3M | +11.7% | +31.7% | -20.0% | -0.9% |
| 6M | +15.1% | +24.7% | -9.6% | +4.1% |
| YTD | -20.9% | +11.8% | -32.7% | -26.6% |
| 1Y | -16.4% | -3.0% | -13.4% | -16.9% |
| 3Y | +35.2% | -1.1% | +36.3% | +27.1% |
| All | -70.4% | +29.4% | -99.9% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling