+63.3%
LIN vs GFS
-38.3%
+101.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.2% | -7.4% | -1.8% |
| 7D | +0.2% | -7.8% | +8.0% | +0.9% |
| 30D | +6.5% | -19.7% | +26.1% | +8.6% |
| 3M | +5.5% | -23.1% | +28.6% | +7.9% |
| 6M | +3.3% | -46.4% | +49.7% | +9.2% |
| YTD | +22.0% | +11.0% | +11.0% | +15.2% |
| 1Y | +25.7% | +12.6% | +13.1% | +18.2% |
| 3Y | +36.2% | -24.9% | +61.2% | +32.3% |
| All | +63.3% | -38.3% | +101.6% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling