+654.3%
GS vs LIN
+358.9%
+295.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.7% |
| 7D | +0.9% | -2.1% | +3.1% | +2.3% |
| 30D | -1.6% | -2.4% | +0.9% | -0.1% |
| 3M | -4.5% | -5.6% | +1.1% | -1.5% |
| 6M | +20.9% | -3.4% | +24.3% | +22.2% |
| YTD | +19.9% | +13.1% | +6.8% | +8.4% |
| 1Y | +41.4% | +2.5% | +38.9% | +36.3% |
| 3Y | +239.2% | +27.6% | +211.6% | +179.3% |
| 5Y | +185.0% | +63.0% | +122.0% | +94.0% |
| All | +654.3% | +358.9% | +295.4% | +160.2% |
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 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