+65.5%
LIN vs GTLB
-47.1%
+112.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -1.0% |
| 7D | -2.1% | +11.1% | -13.2% | -2.8% |
| 30D | -2.4% | +37.8% | -40.2% | -4.4% |
| 3M | -5.6% | +61.6% | -67.2% | -8.5% |
| 6M | -3.4% | +98.9% | -102.3% | -7.9% |
| YTD | +13.1% | +32.8% | -19.7% | +10.5% |
| 1Y | +2.5% | +14.7% | -12.2% | +0.8% |
| 3Y | +27.6% | +1.3% | +26.3% | +23.5% |
| All | +65.5% | -47.1% | +112.6% | +56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling