+36.9%
LIN vs GIS
-39.1%
+76.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | +0.3% | -4.6% | +4.9% | +1.1% |
| 30D | +8.0% | +6.6% | +1.4% | +6.8% |
| 3M | +7.7% | -8.1% | +15.8% | +9.0% |
| 6M | +5.1% | +4.9% | +0.1% | +4.0% |
| YTD | +24.7% | -21.4% | +46.1% | +29.6% |
| 1Y | +25.1% | -21.6% | +46.7% | +30.0% |
| All | +36.9% | -39.1% | +76.0% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 3y: compounded portfolio wealth divided by compounded GIS 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…
3y analysis · Full analysis span regression · 6 months rolling