+434.8%
LIN vs GDDY
+470.6%
-35.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.4% |
| 7D | +2.1% | -0.2% | +2.3% | +2.1% |
| 30D | +6.8% | +10.4% | -3.6% | +4.7% |
| 3M | +10.4% | +13.6% | -3.2% | +7.1% |
| 6M | +3.2% | +33.7% | -30.5% | -3.8% |
| YTD | +24.6% | -8.0% | +32.6% | +24.1% |
| 1Y | +24.4% | -12.9% | +37.3% | +25.3% |
| 3Y | +36.7% | +29.3% | +7.4% | +24.3% |
| 5Y | +67.0% | +60.8% | +6.2% | +42.9% |
| 10Y | +426.7% | +244.4% | +182.3% | +301.3% |
| All | +434.8% | +470.6% | -35.8% | +300.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 all: compounded portfolio wealth divided by compounded GDDY 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…
all analysis · Full analysis span regression · 6 months rolling