+25.8%
LIN vs GNRC
+62.7%
-36.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.5% | -2.0% |
| 7D | -3.5% | +4.8% | -8.3% | -3.8% |
| 30D | -4.1% | -10.4% | +6.3% | -3.4% |
| 3M | -6.4% | -28.5% | +22.1% | -4.4% |
| 6M | -2.4% | -6.8% | +4.3% | -3.0% |
| YTD | +10.9% | +39.5% | -28.6% | +5.4% |
| 1Y | 0.0% | +3.4% | -3.4% | -2.3% |
| 3Y | +25.8% | +65.1% | -39.3% | +13.6% |
| All | +25.8% | +62.7% | -36.9% | +13.6% |
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