+104.8%
GLD vs LIN
+38.0%
+66.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +1.9% | +3.6% | -1.7% | +1.4% |
| 30D | -1.8% | +6.4% | -8.2% | -2.6% |
| 3M | -3.6% | +6.5% | -10.1% | -4.5% |
| 6M | -10.2% | +4.9% | -15.1% | -10.9% |
| YTD | -5.3% | +23.4% | -28.7% | -8.2% |
| 1Y | +2.5% | +26.3% | -23.9% | -1.1% |
| All | +104.8% | +38.0% | +66.8% | +95.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling