+358.4%
LIN vs GM
+224.8%
+133.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.3% |
| 7D | -3.5% | +0.4% | -3.9% | -3.6% |
| 30D | -4.1% | -1.8% | -2.3% | -3.6% |
| 3M | -6.4% | +2.6% | -9.0% | -7.3% |
| 6M | -2.4% | +14.6% | -17.0% | -6.8% |
| YTD | +10.9% | +6.2% | +4.7% | +7.8% |
| 1Y | 0.0% | +48.7% | -48.7% | -12.2% |
| 3Y | +25.8% | +168.3% | -142.5% | -11.2% |
| 5Y | +60.8% | +82.8% | -21.9% | +23.6% |
| 10Y | +358.4% | +226.2% | +132.2% | +165.0% |
| All | +358.4% | +224.8% | +133.6% | +165.0% |
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