+138.9%
GLD vs INSM
+342.6%
-203.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.7% |
| 7D | +0.7% | +2.8% | -2.0% | +0.7% |
| 30D | +0.3% | -4.7% | +5.1% | +0.4% |
| 3M | +0.6% | +32.6% | -32.0% | -0.1% |
| 6M | -15.6% | -10.9% | -4.7% | -15.6% |
| YTD | +0.9% | -28.2% | +29.1% | +1.2% |
| 1Y | +19.4% | -14.9% | +34.2% | +19.4% |
| 3Y | +124.5% | +375.6% | -251.1% | +118.1% |
| 5Y | +138.9% | +349.1% | -210.1% | +130.8% |
| All | +138.9% | +342.6% | -203.6% | +130.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling