+431.5%
LIN vs GWRE
+167.6%
+263.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.9% |
| 7D | +2.1% | -2.0% | +4.1% | +2.5% |
| 30D | +6.8% | -4.1% | +10.8% | +7.3% |
| 3M | +10.4% | -13.4% | +23.7% | +12.0% |
| 6M | +3.2% | +26.0% | -22.8% | -4.4% |
| YTD | +24.6% | -21.3% | +45.9% | +26.6% |
| 1Y | +24.4% | -27.5% | +51.9% | +28.9% |
| 3Y | +36.7% | +72.7% | -35.9% | +7.1% |
| 5Y | +67.0% | +26.4% | +40.7% | +40.1% |
| All | +431.5% | +167.6% | +263.9% | +237.9% |
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