+463.3%
GLW vs INSM
+367.2%
+96.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.1% | +8.7% | +7.6% |
| 7D | +14.0% | +2.8% | +11.2% | +13.9% |
| 30D | +0.4% | -4.7% | +5.1% | +0.5% |
| 3M | -11.3% | +32.6% | -44.0% | -12.3% |
| 6M | +35.1% | -10.9% | +45.9% | +35.0% |
| YTD | +90.5% | -28.2% | +118.8% | +91.4% |
| 1Y | +132.0% | -14.9% | +146.9% | +131.8% |
| 3Y | +463.3% | +375.6% | +87.7% | +458.6% |
| All | +463.3% | +367.2% | +96.1% | +458.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling