+79.8%
GDXJ vs INSM
+1,510.0%
-1,430.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +1.2% |
| 7D | +0.9% | +1.7% | -0.8% | +0.8% |
| 30D | +8.8% | -4.4% | +13.2% | +9.1% |
| 3M | +29.8% | +30.0% | -0.2% | +27.4% |
| 6M | -5.8% | -10.0% | +4.2% | -5.8% |
| YTD | +13.6% | -26.0% | +39.6% | +14.8% |
| 1Y | +54.5% | -12.5% | +67.0% | +54.5% |
| 3Y | +301.4% | +390.5% | -89.1% | +255.5% |
| 5Y | +236.3% | +357.7% | -121.4% | +195.3% |
| 10Y | +240.1% | +877.2% | -637.1% | +172.4% |
| All | +79.8% | +1,510.0% | -1,430.2% | +17.3% |
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 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