+699.7%
GLD vs INSM
+647.3%
+52.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.8% |
| 7D | -5.5% | +8.6% | -14.0% | -5.5% |
| 30D | -7.0% | +22.0% | -29.0% | -7.1% |
| 3M | -12.4% | -10.7% | -1.6% | -12.3% |
| 6M | -18.0% | +1.8% | -19.8% | -18.1% |
| YTD | -10.5% | -32.2% | +21.7% | -10.4% |
| 1Y | -8.1% | -39.3% | +31.2% | -7.9% |
| 3Y | +97.7% | +397.1% | -299.4% | +96.3% |
| 5Y | +103.4% | +270.6% | -167.2% | +102.0% |
| 10Y | +203.1% | +717.1% | -514.0% | +200.9% |
| All | +699.7% | +647.3% | +52.4% | +675.7% |
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