+2.1%
GLDM vs INCY
+12.6%
-10.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | +4.7% | -0.6% | +5.3% | +4.6% |
| 30D | -0.9% | +5.5% | -6.3% | -1.1% |
| 3M | -4.3% | +1.1% | -5.4% | -4.1% |
| 6M | -13.4% | +19.8% | -33.2% | -13.9% |
| YTD | -5.8% | +21.1% | -27.0% | -7.2% |
| 1Y | +2.1% | +13.7% | -11.7% | +1.6% |
| All | +2.1% | +12.6% | -10.5% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling