+25.1%
LIN vs GFS
+24.3%
+0.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | +1.0% |
| 7D | +0.3% | +6.2% | -5.9% | +0.5% |
| 30D | +8.0% | -11.4% | +19.4% | +7.9% |
| 3M | +7.7% | -15.5% | +23.2% | +7.6% |
| 6M | +5.1% | -42.6% | +47.7% | +5.2% |
| YTD | +24.7% | +23.2% | +1.5% | +26.5% |
| 1Y | +25.1% | +23.6% | +1.5% | +24.1% |
| All | +25.1% | +24.3% | +0.8% | +24.1% |
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