+440.7%
LIN vs GD
+202.0%
+238.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.1% | +3.8% |
| 7D | +3.3% | +3.0% | +0.3% | +1.7% |
| 30D | +8.8% | +10.5% | -1.7% | +3.7% |
| 3M | +8.6% | -5.0% | +13.6% | +10.9% |
| 6M | +7.0% | +5.5% | +1.5% | +3.7% |
| YTD | +24.3% | +10.3% | +13.9% | +16.8% |
| 1Y | +27.3% | +8.2% | +19.1% | +20.7% |
| 3Y | +38.9% | +59.0% | -20.1% | +6.6% |
| 5Y | +69.4% | +104.3% | -34.9% | +12.1% |
| 10Y | +440.7% | +202.4% | +238.3% | +196.8% |
| All | +440.7% | +202.0% | +238.7% | +196.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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