+253.7%
LIN vs GH
+472.2%
-218.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.2% | -4.3% | +0.6% |
| 7D | +0.1% | -7.0% | +7.1% | +0.7% |
| 30D | +7.6% | -5.2% | +12.7% | +7.9% |
| 3M | +6.5% | -5.8% | +12.3% | +6.7% |
| 6M | +6.2% | +65.9% | -59.7% | +0.8% |
| YTD | +23.2% | +55.5% | -32.2% | +17.1% |
| 1Y | +25.4% | +64.2% | -38.8% | +18.4% |
| 3Y | +38.3% | +606.0% | -567.8% | +8.5% |
| 5Y | +64.4% | +47.3% | +17.1% | +44.8% |
| All | +253.7% | +472.2% | -218.5% | +165.5% |
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