+417.5%
LIN vs GRMN
+668.8%
-251.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.0% |
| 7D | +0.2% | +4.7% | -4.5% | -1.4% |
| 30D | +6.5% | +3.4% | +3.1% | +5.0% |
| 3M | +5.5% | -5.0% | +10.5% | +7.0% |
| 6M | +3.3% | +18.6% | -15.3% | -4.0% |
| YTD | +22.0% | +42.5% | -20.5% | +4.7% |
| 1Y | +25.7% | +42.3% | -16.6% | +7.8% |
| 3Y | +36.2% | +158.5% | -122.2% | -16.5% |
| 5Y | +66.1% | +123.6% | -57.5% | +7.2% |
| All | +417.5% | +668.8% | -251.3% | +108.1% |
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