+432.0%
LIN vs GWRE
+167.5%
+264.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.6% |
| 7D | +0.3% | -7.3% | +7.6% | +1.7% |
| 30D | +8.0% | -4.0% | +12.0% | +8.6% |
| 3M | +7.7% | -10.5% | +18.2% | +8.5% |
| 6M | +5.1% | +17.7% | -12.7% | -1.2% |
| YTD | +24.7% | -21.3% | +46.0% | +26.8% |
| 1Y | +25.1% | -28.0% | +53.1% | +29.8% |
| 3Y | +36.8% | +73.6% | -36.8% | +7.0% |
| 5Y | +67.9% | +26.1% | +41.7% | +40.9% |
| All | +432.0% | +167.5% | +264.5% | +238.2% |
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