+92.2%
LIN vs GGLL
+184.7%
-92.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.4% |
| 7D | +3.6% | -1.3% | +4.9% | +3.7% |
| 30D | +6.4% | -36.3% | +42.6% | +8.8% |
| 3M | +6.5% | -42.7% | +49.2% | +9.5% |
| 6M | +4.9% | -53.1% | +57.9% | +8.9% |
| YTD | +23.4% | -32.1% | +55.5% | +24.1% |
| 1Y | +26.3% | -20.1% | +46.4% | +24.9% |
| 3Y | +38.0% | +151.7% | -113.7% | +14.7% |
| All | +92.2% | +184.7% | -92.5% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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