+36.7%
LIN vs GM
+231.6%
-194.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | +2.1% | -0.2% | +2.3% | +2.1% |
| 30D | +6.8% | +3.6% | +3.2% | +6.4% |
| 3M | +10.4% | -0.2% | +10.6% | +10.3% |
| 6M | +3.2% | +13.9% | -10.8% | +1.8% |
| YTD | +24.6% | +6.5% | +18.1% | +23.6% |
| 1Y | +24.4% | +20.7% | +3.7% | +21.6% |
| 3Y | +36.7% | +229.5% | -192.7% | +29.2% |
| All | +36.7% | +231.6% | -194.8% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling