+39.4%
GM vs INSM
-40.6%
+80.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.3% | -0.7% | +4.5% |
| 7D | +12.1% | +13.4% | -1.4% | +11.7% |
| 30D | +15.2% | +5.9% | +9.3% | +14.9% |
| 3M | +4.9% | +11.4% | -6.5% | +4.2% |
| 6M | +22.6% | -21.4% | +44.1% | +23.6% |
| YTD | +14.4% | -36.8% | +51.2% | +14.6% |
| 1Y | +39.4% | -39.8% | +79.2% | +39.6% |
| All | +39.4% | -40.6% | +80.0% | +39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling