+412.1%
LIN vs GME
+483.4%
-71.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | +2.0% | +4.8% | -2.8% | +1.9% |
| 30D | +7.9% | -4.3% | +12.1% | +7.9% |
| 3M | +6.3% | +35.3% | -29.0% | +5.9% |
| 6M | +6.5% | +4.7% | +1.8% | +6.4% |
| YTD | +23.6% | +26.6% | -3.1% | +23.1% |
| 1Y | +25.7% | +18.3% | +7.4% | +25.4% |
| 3Y | +35.6% | +102.8% | -67.2% | +32.4% |
| 5Y | +65.9% | -48.9% | +114.8% | +63.2% |
| 10Y | +412.1% | +480.5% | -68.4% | +293.3% |
| All | +412.1% | +483.4% | -71.3% | +293.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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