-2.3%
LIN vs GWRE
-44.7%
+42.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +1.0% |
| 7D | -2.4% | -13.2% | +10.9% | -2.1% |
| 30D | -2.4% | -18.6% | +16.1% | -2.1% |
| 3M | -9.3% | +18.9% | -28.2% | -8.8% |
| 6M | -2.6% | -11.0% | +8.4% | -1.8% |
| YTD | +10.4% | -29.9% | +40.3% | +15.0% |
| 1Y | -2.3% | -44.3% | +42.1% | +4.8% |
| All | -2.3% | -44.7% | +42.4% | +4.8% |
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