+378.4%
INSM vs GLDM
+212.7%
+165.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.4% |
| 7D | +9.8% | -2.0% | +11.7% | +10.3% |
| 30D | +22.5% | -4.4% | +27.0% | +23.9% |
| 3M | -8.9% | -8.8% | -0.1% | -6.6% |
| 6M | +16.2% | -15.9% | +32.1% | +21.8% |
| YTD | -30.6% | -7.7% | -22.9% | -30.0% |
| 1Y | -37.7% | -3.6% | -34.1% | -37.9% |
| 3Y | +408.4% | +105.2% | +303.2% | +303.4% |
| 5Y | +279.6% | +112.8% | +166.8% | +194.2% |
| All | +378.4% | +212.7% | +165.7% | +246.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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