+73.4%
LIN vs GFS
-17.5%
+90.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.8% |
| 6M | +3.3% | -46.4% | +49.7% | +9.2% |
| YTD | +22.0% | +11.0% | +11.0% | +15.4% |
| 1Y | +25.7% | +12.6% | +13.1% | +18.4% |
| 3Y | +36.2% | -24.9% | +61.2% | +32.3% |
| 5Y | +66.1% | -39.1% | +105.1% | +61.1% |
| All | +73.4% | -17.5% | +90.9% | +67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling