+24.4%
LIN vs GAP
-12.4%
+36.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.7% |
| 7D | +2.1% | -1.9% | +4.0% | +2.2% |
| 30D | +6.8% | -7.1% | +13.8% | +7.3% |
| 3M | +10.4% | +4.1% | +6.3% | +9.9% |
| 6M | +3.2% | +1.9% | +1.2% | +2.7% |
| YTD | +24.6% | -15.2% | +39.8% | +24.4% |
| 1Y | +24.4% | -10.6% | +35.0% | +23.0% |
| All | +24.4% | -12.4% | +36.8% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling