+145.9%
GLDM vs INCY
+67.3%
+78.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.9% |
| 7D | -0.5% | +1.9% | -2.4% | -0.5% |
| 30D | +4.4% | +5.8% | -1.4% | +4.4% |
| 3M | -1.1% | +25.2% | -26.3% | -1.0% |
| 6M | -13.7% | +28.2% | -41.9% | -13.7% |
| YTD | +2.8% | +28.3% | -25.6% | +2.7% |
| 1Y | +24.8% | +48.3% | -23.5% | +25.0% |
| 3Y | +127.8% | +95.9% | +31.9% | +128.7% |
| All | +145.9% | +67.3% | +78.6% | +146.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling