+36.2%
LIN vs GNRC
+69.2%
-33.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.3% |
| 7D | +0.2% | -10.7% | +10.9% | +0.6% |
| 30D | +6.5% | -20.1% | +26.6% | +7.5% |
| 3M | +5.5% | -16.3% | +21.8% | +6.2% |
| 6M | +3.3% | -33.9% | +37.2% | +5.3% |
| YTD | +22.0% | +29.6% | -7.6% | +16.2% |
| 1Y | +25.7% | +14.9% | +10.8% | +20.9% |
| 3Y | +36.2% | +72.5% | -36.3% | +22.8% |
| All | +36.2% | +69.2% | -33.0% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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