+76.1%
LIN vs GGLL
+328.7%
-252.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | -0.8% |
| 7D | -2.1% | -4.8% | +2.7% | -1.8% |
| 30D | -2.4% | -13.7% | +11.3% | -1.6% |
| 3M | -5.6% | -21.9% | +16.3% | -4.4% |
| 6M | -3.4% | +11.7% | -15.0% | -5.3% |
| YTD | +13.1% | +2.3% | +10.8% | +11.5% |
| 1Y | +2.5% | +76.2% | -73.7% | -4.5% |
| 3Y | +27.6% | +245.0% | -217.4% | +5.3% |
| All | +76.1% | +328.7% | -252.6% | +38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling