+258.1%
GDX vs INSM
+390.5%
-132.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.1% | +0.9% |
| 7D | +1.9% | +1.7% | +0.2% | +1.8% |
| 30D | +9.9% | -4.4% | +14.3% | +10.2% |
| 3M | +28.2% | +30.0% | -1.8% | +25.9% |
| 6M | -2.9% | -10.0% | +7.1% | -3.0% |
| YTD | +16.0% | -26.0% | +42.0% | +16.8% |
| 1Y | +49.9% | -12.5% | +62.4% | +49.8% |
| All | +258.1% | +390.5% | -132.4% | +245.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling