+25.8%
LIN vs GWRE
+66.3%
-40.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.8% | +5.9% | -1.5% |
| 7D | -3.5% | -25.6% | +22.1% | -2.1% |
| 30D | -4.1% | -12.2% | +8.1% | -3.6% |
| 3M | -6.4% | +17.7% | -24.1% | -7.4% |
| 6M | -2.4% | -11.3% | +8.9% | -1.9% |
| YTD | +10.9% | -25.5% | +36.5% | +13.4% |
| 1Y | 0.0% | -42.8% | +42.9% | +5.0% |
| 3Y | +25.8% | +59.0% | -33.2% | +15.8% |
| All | +25.8% | +66.3% | -40.5% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling