+816.6%
GLD vs LIN
+1,517.8%
-701.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.8% |
| 7D | -0.5% | -2.1% | +1.6% | -0.3% |
| 30D | +4.4% | -2.4% | +6.8% | +4.6% |
| 3M | -1.1% | -5.6% | +4.5% | -0.6% |
| 6M | -13.8% | -3.4% | -10.4% | -13.6% |
| YTD | +2.6% | +13.1% | -10.5% | +1.4% |
| 1Y | +24.5% | +2.5% | +22.0% | +24.1% |
| 3Y | +125.8% | +27.6% | +98.2% | +120.4% |
| 5Y | +137.8% | +63.0% | +74.8% | +126.1% |
| 10Y | +221.4% | +359.3% | -137.9% | +174.1% |
| All | +816.6% | +1,517.8% | -701.3% | +543.2% |
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 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