+296.0%
GDX vs INSM
+884.9%
-588.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.0% |
| 7D | -2.2% | +2.5% | -4.6% | -2.3% |
| 30D | +6.8% | -2.2% | +8.9% | +6.8% |
| 3M | +24.9% | +33.8% | -8.9% | +23.2% |
| 6M | -4.2% | -7.2% | +3.0% | -4.3% |
| YTD | +13.2% | -25.6% | +38.9% | +13.9% |
| 1Y | +40.2% | -11.2% | +51.4% | +40.1% |
| 3Y | +249.6% | +388.3% | -138.7% | +225.2% |
| 5Y | +230.4% | +376.6% | -146.3% | +204.8% |
| All | +296.0% | +884.9% | -588.9% | +266.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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