+61.9%
LIN vs GM
+88.8%
-26.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | -2.1% | +1.9% | -4.1% | -2.5% |
| 30D | -2.4% | -1.4% | -1.1% | -2.2% |
| 3M | -5.6% | +5.9% | -11.5% | -6.8% |
| 6M | -3.4% | +12.4% | -15.8% | -6.0% |
| YTD | +13.1% | +8.6% | +4.5% | +10.5% |
| 1Y | +2.5% | +52.6% | -50.1% | -7.2% |
| 3Y | +27.6% | +169.7% | -142.0% | -2.6% |
| All | +61.9% | +88.8% | -26.9% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling