+24.5%
GLD vs INSM
-11.6%
+36.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -0.5% | +6.5% | -7.1% | -1.0% |
| 30D | +4.4% | +27.5% | -23.1% | +2.5% |
| 3M | -1.1% | +20.4% | -21.5% | -2.5% |
| 6M | -13.8% | -15.7% | +2.0% | -12.7% |
| YTD | +2.6% | -27.4% | +30.1% | +4.8% |
| 1Y | +24.5% | -11.4% | +35.9% | +25.0% |
| All | +24.5% | -11.6% | +36.1% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling