+216.8%
GLDM vs INCY
+69.2%
+147.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.6% |
| 7D | +2.9% | +2.3% | +0.6% | +2.8% |
| 30D | -3.9% | +6.7% | -10.6% | -4.0% |
| 3M | -8.1% | -1.0% | -7.1% | -8.1% |
| 6M | -14.7% | +22.1% | -36.8% | -14.9% |
| YTD | -6.6% | +21.8% | -28.4% | -6.8% |
| 1Y | -2.1% | +13.5% | -15.6% | -2.2% |
| 3Y | +107.7% | +129.4% | -21.7% | +105.3% |
| 5Y | +116.5% | +84.0% | +32.5% | +114.8% |
| All | +216.8% | +69.2% | +147.6% | +213.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 10y: compounded portfolio wealth divided by compounded INCY 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…
10y analysis · Full analysis span regression · 6 months rolling