+394.5%
GLW vs INSM
+365.8%
+28.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +1.3% |
| 7D | +16.9% | +1.7% | +15.2% | +16.8% |
| 30D | +7.0% | -4.4% | +11.4% | +7.2% |
| 3M | -3.0% | +30.0% | -33.0% | -4.6% |
| 6M | +31.0% | -10.0% | +41.0% | +30.9% |
| YTD | +93.4% | -26.0% | +119.4% | +95.0% |
| 1Y | +134.7% | -12.5% | +147.2% | +134.1% |
| 3Y | +471.8% | +390.5% | +81.3% | +426.0% |
| 5Y | +394.5% | +357.7% | +36.7% | +332.0% |
| All | +394.5% | +365.8% | +28.6% | +332.0% |
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