+20.7%
GLD vs INSM
-12.3%
+33.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.7% |
| 7D | +0.1% | +1.7% | -1.6% | 0.0% |
| 30D | +0.2% | -4.4% | +4.6% | +0.4% |
| 3M | +3.2% | +30.0% | -26.8% | +1.2% |
| 6M | -14.6% | -10.0% | -4.6% | -14.1% |
| YTD | +1.8% | -26.0% | +27.8% | +3.7% |
| 1Y | +20.7% | -12.5% | +33.2% | +21.6% |
| All | +20.7% | -12.3% | +33.1% | +21.6% |
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 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