+545.4%
LIN vs GWRE
+828.2%
-282.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.8% |
| 7D | +2.0% | -3.5% | +5.5% | +2.6% |
| 30D | +7.9% | -7.1% | +14.9% | +8.9% |
| 3M | +6.3% | -10.1% | +16.4% | +7.0% |
| 6M | +6.5% | +12.3% | -5.8% | +1.7% |
| YTD | +23.6% | -22.7% | +46.2% | +25.3% |
| 1Y | +25.7% | -28.6% | +54.3% | +29.5% |
| 3Y | +35.6% | +70.7% | -35.1% | +12.4% |
| 5Y | +65.9% | +24.4% | +41.4% | +43.7% |
| 10Y | +412.1% | +169.2% | +242.8% | +279.1% |
| All | +545.4% | +828.2% | -282.8% | +354.4% |
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