-30.7%
GEV vs LIN
+4.2%
-35.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.1% |
| 7D | -9.8% | +0.2% | -10.0% | -9.6% |
| 30D | -22.3% | +6.5% | -28.8% | -21.9% |
| 3M | -22.6% | +5.5% | -28.0% | -22.1% |
| 6M | -30.7% | +3.3% | -34.1% | -32.4% |
| All | -30.7% | +4.2% | -35.0% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 6mo: compounded portfolio wealth divided by compounded LIN 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…
6mo analysis · Full analysis span regression · 6 months rolling