+816.6%
GLD vs INCY
+1,143.9%
-327.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.8% |
| 7D | -0.5% | +1.9% | -2.4% | -0.5% |
| 30D | +4.4% | +5.8% | -1.4% | +4.4% |
| 3M | -1.1% | +25.2% | -26.3% | -1.1% |
| 6M | -13.8% | +28.2% | -42.0% | -13.8% |
| YTD | +2.6% | +28.3% | -25.7% | +2.7% |
| 1Y | +24.5% | +48.3% | -23.8% | +24.5% |
| 3Y | +125.8% | +95.9% | +29.9% | +126.0% |
| 5Y | +137.8% | +66.6% | +71.2% | +137.9% |
| 10Y | +221.4% | +54.5% | +166.8% | +221.9% |
| All | +816.6% | +1,143.9% | -327.3% | +821.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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