+40.6%
GLW vs INSM
-40.6%
+81.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.3% | -11.2% | -6.2% |
| 7D | -9.5% | +13.4% | -22.9% | -10.4% |
| 30D | -25.5% | +5.9% | -31.4% | -25.8% |
| 3M | -25.6% | +11.4% | -37.0% | -26.2% |
| 6M | -25.5% | -21.4% | -4.1% | -24.3% |
| YTD | +36.4% | -36.8% | +73.2% | +37.8% |
| 1Y | +40.6% | -39.8% | +80.4% | +33.2% |
| All | +40.6% | -40.6% | +81.2% | +33.2% |
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