+25.7%
LIN vs GGLL
-17.3%
+43.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | +2.0% | +5.1% | -3.1% | +2.1% |
| 30D | +7.9% | -35.5% | +43.4% | +6.9% |
| 3M | +6.3% | -39.2% | +45.5% | +5.2% |
| 6M | +6.5% | -54.4% | +60.9% | +5.6% |
| YTD | +23.6% | -29.8% | +53.4% | +24.1% |
| 1Y | +25.7% | -20.4% | +46.1% | +25.6% |
| All | +25.7% | -17.3% | +43.0% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling