+2.5%
LIN vs GWRE
-25.4%
+27.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -19.9% | +19.0% | -0.8% |
| 7D | -2.1% | -21.1% | +19.0% | -1.9% |
| 30D | -2.4% | +1.3% | -3.7% | -2.3% |
| 3M | -5.6% | +7.4% | -13.0% | -5.7% |
| 6M | -3.4% | +5.6% | -9.0% | -3.1% |
| YTD | +13.1% | -19.2% | +32.3% | +14.6% |
| 1Y | +2.5% | -25.1% | +27.6% | +4.6% |
| All | +2.5% | -25.4% | +27.9% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling