+353.3%
INSM vs GLDM
+219.1%
+134.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.8% | +6.0% | +5.4% |
| 7D | +1.6% | +4.7% | -3.0% | +0.3% |
| 30D | +12.5% | -0.9% | +13.3% | +12.6% |
| 3M | -13.7% | -4.3% | -9.4% | -12.7% |
| 6M | -16.5% | -13.4% | -3.1% | -13.2% |
| YTD | -34.3% | -5.8% | -28.5% | -34.0% |
| 1Y | -38.4% | +2.1% | -40.4% | -39.7% |
| 3Y | +379.9% | +105.0% | +274.9% | +280.3% |
| 5Y | +242.2% | +122.5% | +119.7% | +162.4% |
| All | +353.3% | +219.1% | +134.2% | +226.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling