+361.3%
LIN vs GPC
+80.7%
+280.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.4% |
| 7D | -2.1% | +1.2% | -3.3% | -2.6% |
| 30D | -2.4% | +6.0% | -8.4% | -4.5% |
| 3M | -5.6% | +42.6% | -48.2% | -17.6% |
| 6M | -3.4% | +22.8% | -26.1% | -11.3% |
| YTD | +13.1% | +15.5% | -2.3% | +5.2% |
| 1Y | +2.5% | +2.0% | +0.4% | -0.1% |
| 3Y | +27.6% | -1.4% | +29.0% | +21.7% |
| 5Y | +63.0% | +30.6% | +32.4% | +34.6% |
| All | +361.3% | +80.7% | +280.5% | +213.4% |
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