+75.6%
LIN vs GFS
-13.3%
+88.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +2.0% | -5.3% | +7.3% | +2.5% |
| 30D | +7.9% | -15.8% | +23.7% | +9.5% |
| 3M | +6.3% | -18.6% | +24.9% | +8.1% |
| 6M | +6.5% | -45.0% | +51.5% | +12.3% |
| YTD | +23.6% | +16.8% | +6.8% | +16.2% |
| 1Y | +25.7% | +17.8% | +7.9% | +17.8% |
| 3Y | +35.6% | -21.5% | +57.1% | +31.2% |
| 5Y | +65.9% | -29.3% | +95.2% | +59.8% |
| All | +75.6% | -13.3% | +88.8% | +68.7% |
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