+220.4%
GDXJ vs INSM
+375.8%
-155.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.9% |
| 7D | -2.8% | +2.5% | -5.3% | -3.0% |
| 30D | +5.0% | -2.2% | +7.1% | +5.2% |
| 3M | +24.1% | +33.8% | -9.7% | +20.2% |
| 6M | -7.4% | -7.2% | -0.2% | -7.6% |
| YTD | +10.2% | -25.6% | +35.9% | +11.8% |
| 1Y | +42.5% | -11.2% | +53.8% | +42.4% |
| 3Y | +285.7% | +388.3% | -102.6% | +230.3% |
| All | +220.4% | +375.8% | -155.4% | +158.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling