+427.9%
LIN vs GPC
+74.2%
+353.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.5% |
| 7D | +0.2% | -1.3% | +1.5% | +0.7% |
| 30D | +6.2% | -6.0% | +12.2% | +8.4% |
| 3M | +9.3% | -7.6% | +17.0% | +12.2% |
| 6M | +4.4% | +24.2% | -19.9% | -4.6% |
| YTD | +23.7% | +2.7% | +21.0% | +19.7% |
| 1Y | +23.5% | +0.2% | +23.3% | +20.5% |
| 3Y | +35.8% | -0.8% | +36.5% | +28.3% |
| 5Y | +65.9% | +4.4% | +61.4% | +49.6% |
| All | +427.9% | +74.2% | +353.7% | +264.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling