+412.1%
LIN vs GPC
+85.0%
+327.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +2.0% | +0.4% | +1.6% | +1.9% |
| 30D | +7.9% | -1.8% | +9.7% | +8.4% |
| 3M | +6.3% | -6.6% | +12.9% | +8.7% |
| 6M | +6.5% | +21.3% | -14.8% | -1.8% |
| YTD | +23.6% | +4.3% | +19.3% | +18.9% |
| 1Y | +25.7% | +3.3% | +22.5% | +21.3% |
| 3Y | +35.6% | +0.8% | +34.8% | +27.4% |
| 5Y | +65.9% | +7.4% | +58.5% | +47.9% |
| 10Y | +412.1% | +79.2% | +332.8% | +250.9% |
| All | +412.1% | +85.0% | +327.1% | +250.9% |
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