+214.5%
GLD vs INSM
+727.1%
-512.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.1% |
| 7D | -2.0% | +9.8% | -11.7% | -2.1% |
| 30D | -4.4% | +22.5% | -27.0% | -4.7% |
| 3M | -8.9% | -8.9% | 0.0% | -8.8% |
| 6M | -16.0% | +16.2% | -32.2% | -16.2% |
| YTD | -7.9% | -30.6% | +22.8% | -7.7% |
| 1Y | -3.9% | -37.7% | +33.8% | -3.6% |
| 3Y | +103.4% | +408.4% | -305.0% | +99.0% |
| 5Y | +109.7% | +279.6% | -169.9% | +105.2% |
| All | +214.5% | +727.1% | -512.6% | +201.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling