+376.1%
LIN vs GDDY
+364.4%
+11.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.3% | +6.4% | -0.3% |
| 7D | -3.5% | -7.6% | +4.2% | -2.1% |
| 30D | -4.1% | +2.0% | -6.1% | -4.7% |
| 3M | -6.4% | +15.1% | -21.5% | -9.6% |
| 6M | -2.4% | -1.1% | -1.3% | -3.6% |
| YTD | +10.9% | -25.1% | +36.1% | +15.4% |
| 1Y | 0.0% | -37.3% | +37.3% | +7.9% |
| 3Y | +25.8% | +24.5% | +1.3% | +14.8% |
| 5Y | +60.8% | +23.5% | +37.3% | +45.2% |
| 10Y | +358.4% | +185.0% | +173.4% | +264.3% |
| All | +376.1% | +364.4% | +11.7% | +272.1% |
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