+90.0%
LIN vs GGLL
+188.6%
-98.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.2% |
| 7D | +0.2% | +3.1% | -2.9% | 0.0% |
| 30D | +6.5% | -36.3% | +42.8% | +8.9% |
| 3M | +5.5% | -40.4% | +45.8% | +8.2% |
| 6M | +3.3% | -54.6% | +57.9% | +7.6% |
| YTD | +22.0% | -31.1% | +53.2% | +22.6% |
| 1Y | +25.7% | -19.2% | +44.9% | +24.2% |
| 3Y | +36.2% | +151.5% | -115.3% | +13.5% |
| All | +90.0% | +188.6% | -98.6% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling