+427.2%
LIN vs GME
+484.8%
-57.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | +0.3% | +1.6% | -1.3% | +0.3% |
| 30D | +8.0% | -6.2% | +14.2% | +8.1% |
| 3M | +7.7% | +35.8% | -28.1% | +7.3% |
| 6M | +5.1% | +10.3% | -5.2% | +4.9% |
| YTD | +24.7% | +27.2% | -2.5% | +24.3% |
| 1Y | +25.1% | +19.1% | +6.0% | +24.7% |
| 3Y | +36.8% | +103.7% | -66.9% | +33.6% |
| 5Y | +67.9% | -50.0% | +117.8% | +65.2% |
| 10Y | +427.2% | +471.4% | -44.3% | +304.9% |
| All | +427.2% | +484.8% | -57.6% | +304.9% |
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