+171.1%
GLW vs INSM
-24.3%
+195.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.6% | -6.9% | -4.5% |
| 7D | +7.7% | +5.9% | +1.8% | +7.3% |
| 30D | -18.8% | +23.9% | -42.7% | -20.1% |
| 3M | -27.7% | -4.1% | -23.6% | -27.7% |
| 6M | -44.4% | +2.7% | -47.1% | -44.8% |
| YTD | +31.3% | -30.4% | +61.7% | +33.1% |
| 1Y | +40.0% | -36.6% | +76.6% | +42.6% |
| 3Y | +339.2% | +406.9% | -67.7% | +275.4% |
| 5Y | +229.2% | +280.3% | -51.1% | +182.7% |
| 10Y | +528.4% | +738.5% | -210.1% | +381.4% |
| All | +171.1% | -24.3% | +195.4% | +71.8% |
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