+36.9%
LIN vs GME
+104.4%
-67.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +7.5% |
| 6M | +5.1% | +10.3% | -5.2% | +5.0% |
| YTD | +24.7% | +27.2% | -2.5% | +24.5% |
| 1Y | +25.1% | +19.1% | +6.0% | +24.9% |
| All | +36.9% | +104.4% | -67.5% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling