+77.2%
LIN vs GFS
-8.5%
+85.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | +0.3% |
| 7D | +0.3% | +6.2% | -5.9% | -0.4% |
| 30D | +8.0% | -11.4% | +19.4% | +9.1% |
| 3M | +7.7% | -15.5% | +23.2% | +9.1% |
| 6M | +5.1% | -42.6% | +47.7% | +10.3% |
| YTD | +24.7% | +23.2% | +1.5% | +16.6% |
| 1Y | +25.1% | +23.6% | +1.5% | +16.7% |
| 3Y | +36.8% | -17.2% | +54.1% | +31.7% |
| 5Y | +67.9% | -23.4% | +91.3% | +60.8% |
| All | +77.2% | -8.5% | +85.7% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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