+211.5%
GDX vs INSM
+680.6%
-469.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.3% | -0.8% |
| 7D | +4.0% | +2.8% | +1.2% | +3.8% |
| 30D | +9.5% | -4.7% | +14.2% | +9.7% |
| 3M | +25.1% | +32.6% | -7.5% | +23.5% |
| 6M | -2.9% | -10.9% | +7.9% | -2.9% |
| YTD | +14.7% | -28.2% | +43.0% | +15.6% |
| 1Y | +47.4% | -14.9% | +62.3% | +47.5% |
| 3Y | +259.7% | +375.6% | -115.9% | +234.0% |
| 5Y | +227.7% | +349.1% | -121.4% | +202.4% |
| 10Y | +289.0% | +796.6% | -507.6% | +239.2% |
| All | +211.5% | +680.6% | -469.1% | +148.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling