+431.5%
LIN vs IAU
+210.9%
+220.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +2.1% | -4.6% | +6.7% | +2.7% |
| 30D | +6.8% | -5.4% | +12.2% | +7.5% |
| 3M | +10.4% | -10.9% | +21.3% | +11.9% |
| 6M | +3.2% | -17.4% | +20.5% | +5.6% |
| YTD | +24.6% | -10.2% | +34.8% | +25.1% |
| 1Y | +24.4% | -7.1% | +31.4% | +24.2% |
| 3Y | +36.7% | +97.7% | -61.0% | +19.1% |
| 5Y | +67.0% | +105.3% | -38.3% | +42.4% |
| All | +431.5% | +210.9% | +220.6% | +349.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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