+316.0%
GIS vs INSM
-20.5%
+336.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.9% | -3.0% |
| 7D | -8.4% | +0.5% | -8.9% | -8.4% |
| 30D | -5.2% | -4.0% | -1.2% | -5.2% |
| 3M | +8.2% | +38.5% | -30.4% | +7.6% |
| 6M | -12.0% | -11.5% | -0.5% | -12.0% |
| YTD | -18.9% | -26.9% | +8.0% | -18.7% |
| 1Y | -23.6% | -12.8% | -10.8% | -23.7% |
| 3Y | -37.6% | +384.7% | -422.3% | -39.6% |
| 5Y | -25.2% | +368.8% | -394.0% | -27.9% |
| 10Y | -19.3% | +865.7% | -885.1% | -24.9% |
| All | +316.0% | -20.5% | +336.5% | +256.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling