+427.9%
LIN vs IAU
+210.5%
+217.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.4% |
| 7D | +0.2% | -5.5% | +5.7% | +1.0% |
| 30D | +6.2% | -7.0% | +13.2% | +7.1% |
| 3M | +9.3% | -12.3% | +21.6% | +11.1% |
| 6M | +4.4% | -17.9% | +22.3% | +6.9% |
| YTD | +23.7% | -10.3% | +34.1% | +24.3% |
| 1Y | +23.5% | -7.9% | +31.4% | +23.4% |
| 3Y | +35.8% | +98.7% | -62.9% | +18.2% |
| 5Y | +65.9% | +105.0% | -39.2% | +41.5% |
| All | +427.9% | +210.5% | +217.3% | +346.9% |
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