+427.2%
LIN vs GWW
+653.9%
-226.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | +0.3% | 0.0% | +0.4% | +0.3% |
| 30D | +8.0% | +14.0% | -5.9% | +3.2% |
| 3M | +7.7% | +14.4% | -6.7% | +2.6% |
| 6M | +5.1% | +21.7% | -16.6% | -2.4% |
| YTD | +24.7% | +48.4% | -23.7% | +7.3% |
| 1Y | +25.1% | +58.4% | -33.3% | +5.0% |
| 3Y | +36.8% | +92.3% | -55.4% | +5.4% |
| 5Y | +67.9% | +221.8% | -153.9% | +5.2% |
| 10Y | +427.2% | +657.6% | -230.4% | +154.5% |
| All | +427.2% | +653.9% | -226.8% | +154.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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