+417.3%
LIN vs GM
+249.7%
+167.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | -0.1% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | +7.6% | +8.4% | -0.8% | +5.1% |
| 3M | +6.5% | +2.6% | +4.0% | +5.3% |
| 6M | +6.2% | +14.3% | -8.1% | +1.5% |
| YTD | +23.2% | +11.0% | +12.3% | +17.9% |
| 1Y | +25.4% | +27.8% | -2.4% | +15.2% |
| 3Y | +38.3% | +246.7% | -208.4% | -10.1% |
| 5Y | +64.4% | +59.6% | +4.9% | +32.7% |
| 10Y | +417.3% | +249.1% | +168.2% | +202.9% |
| All | +417.3% | +249.7% | +167.6% | +202.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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