+25.7%
LIN vs GFS
+17.3%
+8.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +2.0% | -5.3% | +7.3% | +1.9% |
| 30D | +7.9% | -15.8% | +23.7% | +7.6% |
| 3M | +6.3% | -18.6% | +24.9% | +6.1% |
| 6M | +6.5% | -45.0% | +51.5% | +6.5% |
| YTD | +23.6% | +16.8% | +6.8% | +25.2% |
| 1Y | +25.7% | +17.8% | +7.9% | +24.7% |
| All | +25.7% | +17.3% | +8.4% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling