+205.0%
GLD vs LIN
+424.3%
-219.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.7% |
| 7D | +4.7% | +0.2% | +4.5% | +4.7% |
| 30D | -0.9% | +6.5% | -7.4% | -1.3% |
| 3M | -4.4% | +5.5% | -9.9% | -4.8% |
| 6M | -13.6% | +3.3% | -16.9% | -13.8% |
| YTD | -6.0% | +22.0% | -28.0% | -7.3% |
| 1Y | +1.8% | +25.7% | -24.0% | +0.2% |
| 3Y | +103.2% | +36.2% | +66.9% | +99.0% |
| 5Y | +119.3% | +66.1% | +53.3% | +112.1% |
| All | +205.0% | +424.3% | -219.3% | +192.2% |
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