+254.4%
LIN vs GH
+452.9%
-198.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.0% | +8.3% | +0.1% |
| 7D | +3.6% | -17.2% | +20.8% | +5.1% |
| 30D | +6.4% | -10.1% | +16.5% | +7.2% |
| 3M | +6.5% | -6.0% | +12.5% | +6.7% |
| 6M | +4.9% | +71.4% | -66.5% | -0.8% |
| YTD | +23.4% | +50.2% | -26.8% | +17.6% |
| 1Y | +26.3% | +61.4% | -35.1% | +19.4% |
| 3Y | +38.0% | +435.2% | -397.2% | +11.4% |
| 5Y | +68.0% | +39.2% | +28.8% | +48.8% |
| All | +254.4% | +452.9% | -198.5% | +166.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling