+369.0%
LIN vs GFI
+1,023.9%
-654.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.4% |
| 7D | -4.0% | +4.7% | -8.6% | -4.2% |
| 30D | -4.9% | +14.4% | -19.4% | -5.6% |
| 3M | -9.2% | +32.5% | -41.7% | -10.6% |
| 6M | -2.6% | -7.2% | +4.6% | -2.6% |
| YTD | +10.5% | +10.9% | -0.3% | +9.1% |
| 1Y | -0.1% | +35.5% | -35.6% | -2.7% |
| 3Y | +25.4% | +312.1% | -286.8% | +14.0% |
| 5Y | +59.7% | +524.6% | -464.9% | +40.7% |
| 10Y | +369.0% | +1,092.7% | -723.8% | +325.7% |
| All | +369.0% | +1,023.9% | -654.9% | +325.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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