-1.0%
LIN vs GFI
+29.0%
-30.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -1.0% |
| 7D | -4.3% | -5.1% | +0.9% | -4.1% |
| 30D | -5.6% | +13.4% | -19.0% | -6.0% |
| 3M | -9.0% | +36.2% | -45.3% | -10.0% |
| 6M | -2.5% | -9.8% | +7.4% | -2.8% |
| YTD | +9.3% | +7.7% | +1.7% | +8.3% |
| 1Y | -1.0% | +27.2% | -28.2% | -3.9% |
| All | -1.0% | +29.0% | -30.0% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling