+488.8%
GS vs LIN
+430.4%
+58.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.7% | -5.9% |
| 7D | -6.3% | +3.6% | -9.9% | -8.5% |
| 30D | -3.1% | +6.4% | -9.5% | -7.0% |
| 3M | -17.7% | +6.5% | -24.1% | -21.2% |
| 6M | -4.6% | +4.9% | -9.4% | -8.3% |
| YTD | +0.3% | +23.4% | -23.1% | -14.4% |
| 1Y | +11.7% | +26.3% | -14.6% | -6.4% |
| 3Y | +183.6% | +38.0% | +145.6% | +121.8% |
| 5Y | +141.0% | +68.0% | +73.0% | +61.2% |
| All | +488.8% | +430.4% | +58.5% | +94.6% |
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