+61.9%
LIN vs GAP
+9.0%
+52.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | -2.1% | -4.5% | +2.4% | -1.7% |
| 30D | -2.4% | +9.0% | -11.5% | -3.4% |
| 3M | -5.6% | +5.0% | -10.6% | -6.2% |
| 6M | -3.4% | -17.8% | +14.4% | -2.2% |
| YTD | +13.1% | -10.4% | +23.5% | +13.4% |
| 1Y | +2.5% | -3.4% | +5.9% | +1.7% |
| 3Y | +27.6% | +111.5% | -83.9% | +9.8% |
| All | +61.9% | +9.0% | +52.9% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling