+254.6%
GLW vs INSM
+282.8%
-28.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.1% | +6.4% | +7.4% |
| 7D | +1.4% | +9.8% | -8.3% | +0.9% |
| 30D | -18.2% | +22.5% | -40.7% | -19.2% |
| 3M | -24.2% | -8.9% | -15.3% | -23.9% |
| 6M | -41.7% | +16.2% | -57.9% | -42.4% |
| YTD | +38.3% | -30.6% | +68.9% | +39.8% |
| 1Y | +38.2% | -37.7% | +75.8% | +40.3% |
| 3Y | +363.4% | +408.4% | -45.0% | +322.2% |
| 5Y | +254.6% | +279.6% | -25.0% | +218.0% |
| All | +254.6% | +282.8% | -28.3% | +218.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling