+250.3%
LIN vs GH
+443.7%
-193.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.5% | -1.0% |
| 7D | +0.2% | -15.6% | +15.8% | +1.5% |
| 30D | +6.5% | -10.4% | +16.8% | +7.3% |
| 3M | +5.5% | -4.3% | +9.7% | +5.5% |
| 6M | +3.3% | +63.5% | -60.2% | -1.8% |
| YTD | +22.0% | +47.7% | -25.7% | +16.4% |
| 1Y | +25.7% | +56.7% | -31.0% | +19.2% |
| 3Y | +36.2% | +443.9% | -407.6% | +9.8% |
| 5Y | +66.1% | +36.9% | +29.1% | +47.3% |
| All | +250.3% | +443.7% | -193.4% | +164.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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