+361.0%
LIN vs GAP
+36.8%
+324.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | -2.1% | -4.5% | +2.4% | -1.6% |
| 30D | -2.4% | +9.0% | -11.5% | -3.7% |
| 3M | -5.6% | +5.0% | -10.6% | -6.4% |
| 6M | -3.4% | -17.8% | +14.4% | -1.7% |
| YTD | +13.1% | -10.4% | +23.5% | +13.5% |
| 1Y | +2.5% | -3.4% | +5.9% | +1.4% |
| 3Y | +27.6% | +111.5% | -83.9% | +6.5% |
| 5Y | +63.0% | +8.8% | +54.2% | +44.9% |
| All | +361.0% | +36.8% | +324.2% | +246.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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