+412.1%
LIN vs GM
+245.7%
+166.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.6% |
| 7D | +2.0% | +0.4% | +1.6% | +1.8% |
| 30D | +7.9% | +7.2% | +0.7% | +5.7% |
| 3M | +6.3% | +1.0% | +5.3% | +5.5% |
| 6M | +6.5% | +13.0% | -6.5% | +2.0% |
| YTD | +23.6% | +9.8% | +13.8% | +18.6% |
| 1Y | +25.7% | +25.9% | -0.2% | +15.9% |
| 3Y | +35.6% | +240.4% | -204.8% | -11.4% |
| 5Y | +65.9% | +56.1% | +9.7% | +34.7% |
| 10Y | +412.1% | +226.7% | +185.3% | +203.5% |
| All | +412.1% | +245.7% | +166.3% | +203.5% |
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