+52.4%
GEV vs INSM
-40.6%
+93.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +5.3% | -14.6% | -9.8% |
| 7D | -5.1% | +13.4% | -18.6% | -6.7% |
| 30D | -15.8% | +5.9% | -21.8% | -16.5% |
| 3M | -18.2% | +11.4% | -29.6% | -19.9% |
| 6M | -22.4% | -21.4% | -0.9% | -19.2% |
| YTD | +27.7% | -36.8% | +64.5% | +32.3% |
| 1Y | +52.4% | -39.8% | +92.2% | +50.5% |
| All | +52.4% | -40.6% | +93.0% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 1y: compounded portfolio wealth divided by compounded INSM 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…
1y analysis · Full analysis span regression · 6 months rolling