+63.3%
LIN vs GME
-52.7%
+116.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.1% | -1.2% |
| 7D | +0.2% | +3.7% | -3.5% | +0.1% |
| 30D | +6.5% | +2.2% | +4.3% | +6.4% |
| 3M | +5.5% | +30.6% | -25.2% | +4.7% |
| 6M | +3.3% | -0.2% | +3.5% | +3.2% |
| YTD | +22.0% | +25.1% | -3.1% | +21.2% |
| 1Y | +25.7% | +17.7% | +8.1% | +25.0% |
| 3Y | +36.2% | +85.7% | -49.4% | +27.5% |
| All | +63.3% | -52.7% | +116.1% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling