+82.5%
LIN vs GTLB
-49.8%
+132.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.8% |
| 7D | +0.3% | -9.6% | +10.0% | +0.9% |
| 30D | +8.0% | -15.5% | +23.6% | +9.0% |
| 3M | +7.7% | +12.4% | -4.7% | +6.7% |
| 6M | +5.1% | +84.6% | -79.5% | +0.6% |
| YTD | +24.7% | +26.1% | -1.4% | +22.0% |
| 1Y | +25.1% | +1.7% | +23.4% | +24.1% |
| 3Y | +36.8% | +6.1% | +30.8% | +31.7% |
| 5Y | +67.9% | -61.1% | +129.0% | +59.7% |
| All | +82.5% | -49.8% | +132.3% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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