+207.4%
GLD vs LIN
+430.4%
-223.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +1.9% | +3.6% | -1.7% | +1.6% |
| 30D | -1.8% | +6.4% | -8.2% | -2.2% |
| 3M | -3.6% | +6.5% | -10.1% | -4.1% |
| 6M | -10.2% | +4.9% | -15.1% | -10.5% |
| YTD | -5.3% | +23.4% | -28.7% | -6.6% |
| 1Y | +2.5% | +26.3% | -23.9% | +0.8% |
| 3Y | +103.2% | +38.0% | +65.2% | +98.8% |
| 5Y | +121.1% | +68.0% | +53.1% | +113.6% |
| All | +207.4% | +430.4% | -223.0% | +194.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling