+599.2%
LIN vs GM
+238.5%
+360.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -2.1% | +1.9% | -4.1% | -2.7% |
| 30D | -2.4% | -1.4% | -1.1% | -2.1% |
| 3M | -5.6% | +5.9% | -11.5% | -7.4% |
| 6M | -3.4% | +12.4% | -15.8% | -7.4% |
| YTD | +13.1% | +8.6% | +4.5% | +9.1% |
| 1Y | +2.5% | +52.6% | -50.1% | -11.1% |
| 3Y | +27.6% | +169.7% | -142.0% | -10.7% |
| 5Y | +63.0% | +87.5% | -24.5% | +23.5% |
| 10Y | +359.3% | +233.0% | +126.3% | +162.3% |
| All | +599.2% | +238.5% | +360.7% | +259.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling