+2,737.7%
LIN vs GME
+1,391.9%
+1,345.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.5% |
| 7D | +3.6% | +0.7% | +2.9% | +3.6% |
| 30D | +6.4% | -2.4% | +8.8% | +6.5% |
| 3M | +6.5% | +27.1% | -20.6% | +5.2% |
| 6M | +4.9% | -0.2% | +5.1% | +4.7% |
| YTD | +23.4% | +20.4% | +3.1% | +22.0% |
| 1Y | +26.3% | +9.8% | +16.5% | +25.3% |
| 3Y | +38.0% | +74.3% | -36.3% | +25.3% |
| 5Y | +68.0% | -54.7% | +122.7% | +58.2% |
| 10Y | +437.1% | +482.0% | -44.9% | +142.8% |
| All | +2,737.7% | +1,391.9% | +1,345.8% | +853.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling