-7.2%
GLD vs INSM
-37.5%
+30.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.5% | 0.0% |
| 7D | -4.6% | +5.9% | -10.5% | -4.9% |
| 30D | -5.5% | +23.9% | -29.4% | -6.6% |
| 3M | -10.9% | -4.1% | -6.8% | -10.7% |
| 6M | -17.4% | +2.7% | -20.1% | -17.7% |
| YTD | -10.3% | -30.4% | +20.1% | -8.9% |
| 1Y | -7.2% | -36.6% | +29.4% | -5.6% |
| All | -7.2% | -37.5% | +30.3% | -5.6% |
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