+156.7%
GS vs LIN
+70.5%
+86.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +2.2% |
| 7D | +0.3% | +3.3% | -3.0% | -1.4% |
| 30D | +3.9% | +8.8% | -4.9% | -0.8% |
| 3M | -11.4% | +8.6% | -20.1% | -15.5% |
| 6M | +3.7% | +7.0% | -3.3% | -0.8% |
| YTD | +7.1% | +24.3% | -17.2% | -7.2% |
| 1Y | +19.7% | +27.3% | -7.6% | +2.0% |
| 3Y | +202.8% | +38.9% | +163.9% | +143.5% |
| 5Y | +156.7% | +69.4% | +87.3% | +73.9% |
| All | +156.7% | +70.5% | +86.3% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling