+373.4%
INSM vs GLDM
+216.5%
+156.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.6% | +5.6% | +3.7% |
| 7D | +14.4% | +2.9% | +11.5% | +13.4% |
| 30D | +18.8% | -3.9% | +22.7% | +20.0% |
| 3M | -11.3% | -8.1% | -3.2% | -9.3% |
| 6M | +17.9% | -14.7% | +32.6% | +23.1% |
| YTD | -31.3% | -6.6% | -24.8% | -30.9% |
| 1Y | -37.7% | -2.1% | -35.7% | -38.3% |
| 3Y | +403.1% | +107.7% | +295.4% | +297.8% |
| 5Y | +279.3% | +116.5% | +162.9% | +192.7% |
| All | +373.4% | +216.5% | +156.9% | +242.0% |
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