+348.8%
INSM vs GLDM
+143.3%
+205.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | +6.5% | -0.5% | +7.1% | +6.7% |
| 30D | +27.5% | +4.4% | +23.1% | +25.7% |
| 3M | +20.4% | -1.1% | +21.4% | +20.7% |
| 6M | -15.7% | -13.7% | -2.1% | -12.2% |
| YTD | -27.4% | +2.8% | -30.2% | -29.4% |
| 1Y | -11.4% | +24.8% | -36.2% | -19.9% |
| 3Y | +457.8% | +127.8% | +330.0% | +297.4% |
| All | +348.8% | +143.3% | +205.5% | +198.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling