+80.3%
LIN vs GTLB
-50.0%
+130.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.1% |
| 7D | +0.1% | -9.6% | +9.7% | +0.7% |
| 30D | +7.6% | -14.5% | +22.0% | +8.4% |
| 3M | +6.5% | +20.9% | -14.4% | +5.1% |
| 6M | +6.2% | +81.4% | -75.2% | +1.8% |
| YTD | +23.2% | +25.6% | -2.3% | +20.6% |
| 1Y | +25.4% | +3.4% | +22.0% | +24.2% |
| 3Y | +38.3% | +8.9% | +29.4% | +32.8% |
| 5Y | +64.4% | -64.0% | +128.4% | +56.9% |
| All | +80.3% | -50.0% | +130.3% | +70.3% |
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