+75.1%
LIN vs GFS
-13.5%
+88.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -3.9% | +0.5% |
| 7D | +0.1% | -3.1% | +3.2% | +0.3% |
| 30D | +7.6% | -16.0% | +23.6% | +9.2% |
| 3M | +6.5% | -24.7% | +31.2% | +9.3% |
| 6M | +6.2% | -45.1% | +51.3% | +12.0% |
| YTD | +23.2% | +16.5% | +6.8% | +15.9% |
| 1Y | +25.4% | +19.3% | +6.1% | +17.3% |
| 3Y | +38.3% | -20.0% | +58.2% | +33.4% |
| 5Y | +64.4% | -32.0% | +96.4% | +58.6% |
| All | +75.1% | -13.5% | +88.6% | +68.3% |
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