+431.5%
LIN vs GM
+205.9%
+225.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +2.1% | -0.2% | +2.3% | +2.1% |
| 30D | +6.8% | +3.6% | +3.2% | +5.6% |
| 3M | +10.4% | -0.2% | +10.6% | +9.9% |
| 6M | +3.2% | +13.9% | -10.8% | -1.3% |
| YTD | +24.6% | +6.5% | +18.1% | +20.5% |
| 1Y | +24.4% | +20.7% | +3.7% | +16.0% |
| 3Y | +36.7% | +229.5% | -192.7% | -10.0% |
| 5Y | +67.0% | +41.5% | +25.5% | +39.9% |
| All | +431.5% | +205.9% | +225.6% | +213.7% |
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