+816.6%
GLD vs INSM
+699.3%
+117.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -0.5% | +6.5% | -7.1% | -0.6% |
| 30D | +4.4% | +27.5% | -23.1% | +4.2% |
| 3M | -1.1% | +20.4% | -21.5% | -1.2% |
| 6M | -13.8% | -15.7% | +2.0% | -13.8% |
| YTD | +2.6% | -27.4% | +30.1% | +2.7% |
| 1Y | +24.5% | -11.4% | +35.9% | +24.5% |
| 3Y | +125.8% | +457.8% | -332.0% | +124.2% |
| 5Y | +137.8% | +343.0% | -205.2% | +136.1% |
| 10Y | +221.4% | +848.1% | -626.7% | +219.1% |
| All | +816.6% | +699.3% | +117.3% | +788.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling