+36.2%
LIN vs GPN
-11.4%
+47.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.7% | -1.5% |
| 7D | +0.2% | +0.6% | -0.4% | +0.1% |
| 30D | +6.5% | +20.1% | -13.7% | +3.9% |
| 3M | +5.5% | +11.4% | -5.9% | +3.8% |
| 6M | +3.3% | +40.8% | -37.5% | -1.6% |
| YTD | +22.0% | +27.1% | -5.1% | +17.4% |
| 1Y | +25.7% | +29.2% | -3.5% | +20.6% |
| 3Y | +36.2% | -9.4% | +45.6% | +33.8% |
| All | +36.2% | -11.4% | +47.6% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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