+265.9%
GLW vs INSM
-21.1%
+287.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.7% |
| 7D | +3.8% | +6.5% | -2.8% | +3.3% |
| 30D | -1.3% | +27.5% | -28.9% | -3.3% |
| 3M | -21.8% | +20.4% | -42.2% | -23.1% |
| 6M | +6.9% | -15.7% | +22.6% | +7.3% |
| YTD | +77.2% | -27.4% | +104.6% | +79.4% |
| 1Y | +123.2% | -11.4% | +134.6% | +122.5% |
| 3Y | +400.0% | +457.8% | -57.8% | +324.4% |
| 5Y | +342.8% | +343.0% | -0.2% | +276.3% |
| 10Y | +771.4% | +848.1% | -76.7% | +562.1% |
| All | +265.9% | -21.1% | +287.0% | +131.5% |
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