+127.7%
GLD vs LIN
+27.3%
+100.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.7% |
| 7D | -0.5% | -2.1% | +1.6% | -0.2% |
| 30D | +4.4% | -2.4% | +6.8% | +4.7% |
| 3M | -1.1% | -5.6% | +4.5% | -0.3% |
| 6M | -13.8% | -3.4% | -10.4% | -13.4% |
| YTD | +2.6% | +13.1% | -10.5% | +0.9% |
| 1Y | +24.5% | +2.5% | +22.0% | +24.0% |
| All | +127.7% | +27.3% | +100.4% | +124.8% |
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