+732.3%
GLD vs INSM
+656.3%
+76.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.9% | -5.6% | -2.7% |
| 7D | +2.8% | +14.4% | -11.6% | +2.7% |
| 30D | -4.0% | +18.8% | -22.7% | -4.1% |
| 3M | -8.2% | -11.3% | +3.1% | -8.2% |
| 6M | -14.8% | +17.9% | -32.7% | -15.0% |
| YTD | -6.8% | -31.3% | +24.5% | -6.7% |
| 1Y | -2.4% | -37.7% | +35.4% | -2.3% |
| 3Y | +105.8% | +403.1% | -297.4% | +104.3% |
| 5Y | +113.3% | +279.3% | -166.0% | +111.8% |
| 10Y | +208.4% | +740.9% | -532.4% | +206.3% |
| All | +732.3% | +656.3% | +76.0% | +707.2% |
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