+490.7%
LIN vs GWRE
+869.7%
-378.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -19.9% | +19.0% | +2.5% |
| 7D | -2.1% | -21.1% | +19.0% | +1.5% |
| 30D | -2.4% | +1.3% | -3.7% | -3.3% |
| 3M | -5.6% | +7.4% | -13.0% | -8.1% |
| 6M | -3.4% | +5.6% | -9.0% | -6.8% |
| YTD | +13.1% | -19.2% | +32.3% | +14.5% |
| 1Y | +2.5% | -25.1% | +27.6% | +4.6% |
| 3Y | +27.6% | +87.7% | -60.1% | +4.1% |
| 5Y | +63.0% | +32.0% | +31.0% | +40.4% |
| 10Y | +359.3% | +157.8% | +201.5% | +243.3% |
| All | +490.7% | +869.7% | -378.9% | +315.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling