+121.8%
GLDM vs INCY
+75.2%
+46.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.8% |
| 7D | +4.7% | -0.6% | +5.3% | +4.7% |
| 30D | -0.9% | +5.5% | -6.3% | -0.9% |
| 3M | -4.3% | +1.1% | -5.4% | -4.3% |
| 6M | -13.4% | +19.8% | -33.2% | -13.3% |
| YTD | -5.8% | +21.1% | -27.0% | -5.8% |
| 1Y | +2.1% | +13.7% | -11.7% | +2.0% |
| 3Y | +105.0% | +119.3% | -14.2% | +105.2% |
| All | +121.8% | +75.2% | +46.5% | +123.3% |
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