+361.0%
LIN vs GRMN
+634.0%
-273.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -2.1% | -2.9% | +0.7% | -1.1% |
| 30D | -2.4% | -8.4% | +6.0% | +0.6% |
| 3M | -5.6% | +15.0% | -20.6% | -11.0% |
| 6M | -3.4% | +11.2% | -14.6% | -8.3% |
| YTD | +13.1% | +37.7% | -24.6% | -1.5% |
| 1Y | +2.5% | +18.5% | -16.0% | -5.9% |
| 3Y | +27.6% | +175.8% | -148.2% | -24.7% |
| 5Y | +63.0% | +75.1% | -12.1% | +18.7% |
| All | +361.0% | +634.0% | -273.0% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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