+394.8%
INSM vs GLDM
+242.2%
+152.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.6% |
| 7D | +2.8% | +0.7% | +2.0% | +2.6% |
| 30D | -4.7% | +0.3% | -5.1% | -4.8% |
| 3M | +32.6% | +0.7% | +31.9% | +32.2% |
| 6M | -10.9% | -15.4% | +4.6% | -6.9% |
| YTD | -28.2% | +1.0% | -29.2% | -29.3% |
| 1Y | -14.9% | +19.7% | -34.6% | -20.4% |
| 3Y | +375.6% | +126.5% | +249.1% | +267.2% |
| 5Y | +349.1% | +142.5% | +206.6% | +236.4% |
| All | +394.8% | +242.2% | +152.6% | +250.0% |
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