+60.8%
LIN vs GFI
+521.0%
-460.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | -3.5% | +5.7% | -9.1% | -3.8% |
| 30D | -4.1% | +15.6% | -19.7% | -5.1% |
| 3M | -6.4% | +31.5% | -37.9% | -8.3% |
| 6M | -2.4% | -3.7% | +1.3% | -2.8% |
| YTD | +10.9% | +11.2% | -0.3% | +9.0% |
| 1Y | 0.0% | +36.4% | -36.4% | -3.6% |
| 3Y | +25.8% | +313.5% | -287.7% | +9.0% |
| 5Y | +60.8% | +528.0% | -467.2% | +31.3% |
| All | +60.8% | +521.0% | -460.1% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling