+2,064.0%
GS vs LIN
+2,748.7%
-684.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.2% |
| 3M | -4.5% | -5.6% | +1.1% | -1.6% |
| 6M | +20.9% | -3.4% | +24.3% | +22.2% |
| YTD | +19.9% | +13.1% | +6.8% | +9.4% |
| 1Y | +41.4% | +2.5% | +38.9% | +36.8% |
| 3Y | +239.2% | +27.6% | +211.6% | +184.7% |
| 5Y | +185.0% | +63.0% | +122.0% | +102.4% |
| 10Y | +655.0% | +359.3% | +295.7% | +178.7% |
| All | +2,064.0% | +2,748.7% | -684.6% | +259.2% |
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