+364.1%
LIN vs GWRE
+131.0%
+233.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | -2.4% | -13.2% | +10.9% | +0.2% |
| 30D | -2.4% | -18.6% | +16.1% | +0.6% |
| 3M | -9.3% | +18.9% | -28.2% | -13.8% |
| 6M | -2.6% | -11.0% | +8.4% | -3.1% |
| YTD | +10.4% | -29.9% | +40.3% | +15.3% |
| 1Y | -2.3% | -44.3% | +42.1% | +7.8% |
| 3Y | +24.4% | +51.7% | -27.2% | +0.5% |
| 5Y | +60.7% | +15.4% | +45.3% | +37.2% |
| All | +364.1% | +131.0% | +233.1% | +210.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling