+417.5%
LIN vs GPC
+85.6%
+331.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | +0.2% | +1.6% | -1.4% | -0.4% |
| 30D | +6.5% | -2.1% | +8.5% | +7.1% |
| 3M | +5.5% | -6.8% | +12.3% | +7.9% |
| 6M | +3.3% | +18.6% | -15.3% | -3.9% |
| YTD | +22.0% | +2.7% | +19.4% | +18.1% |
| 1Y | +25.7% | +1.8% | +24.0% | +22.0% |
| 3Y | +36.2% | +1.1% | +35.2% | +27.7% |
| 5Y | +66.1% | +4.1% | +62.0% | +50.0% |
| All | +417.5% | +85.6% | +331.9% | +254.5% |
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