+30.0%
LIN vs GAP
+114.4%
-84.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | -2.1% | -4.5% | +2.4% | -1.9% |
| 30D | -2.4% | +9.0% | -11.5% | -3.0% |
| 3M | -5.6% | +5.0% | -10.6% | -6.0% |
| 6M | -3.4% | -17.8% | +14.4% | -2.7% |
| YTD | +13.1% | -10.4% | +23.5% | +13.2% |
| 1Y | +2.5% | -3.4% | +5.9% | +2.0% |
| All | +30.0% | +114.4% | -84.4% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling