+739.3%
GLD vs LIN
+1,677.6%
-938.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +3.5% |
| 7D | -0.3% | +3.3% | -3.5% | -0.6% |
| 30D | -1.9% | +8.8% | -10.6% | -2.6% |
| 3M | -0.4% | +8.6% | -9.1% | -1.2% |
| 6M | -10.2% | +7.0% | -17.2% | -10.8% |
| YTD | -6.0% | +24.3% | -30.3% | -7.9% |
| 1Y | +2.8% | +27.3% | -24.5% | +0.5% |
| 3Y | +101.6% | +38.9% | +62.7% | +95.2% |
| 5Y | +122.2% | +69.4% | +52.8% | +110.5% |
| 10Y | +199.5% | +440.7% | -241.3% | +151.4% |
| All | +739.3% | +1,677.6% | -938.3% | +483.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling