-80.8%
LYFT vs GPC
+50.4%
-131.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.3% |
| 7D | -13.1% | -1.8% | -11.3% | -12.2% |
| 30D | -14.4% | +0.1% | -14.5% | -14.4% |
| 3M | +12.2% | +37.4% | -25.2% | -7.7% |
| 6M | +13.4% | +25.4% | -12.1% | -2.2% |
| YTD | -22.5% | +12.2% | -34.6% | -30.3% |
| 1Y | -20.8% | -0.3% | -20.4% | -23.5% |
| 3Y | +38.8% | -1.6% | +40.4% | +28.5% |
| 5Y | -70.0% | +31.0% | -100.9% | -78.4% |
| All | -80.8% | +50.4% | -131.2% | -89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling