+170.5%
GM vs INSM
+392.8%
-222.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.6% |
| 7D | -2.4% | +2.5% | -4.9% | -2.5% |
| 30D | -1.1% | -2.2% | +1.1% | -1.1% |
| 3M | +6.1% | +33.8% | -27.7% | +5.6% |
| 6M | +15.0% | -7.2% | +22.1% | +15.0% |
| YTD | +6.0% | -25.6% | +31.6% | +6.3% |
| 1Y | +47.1% | -11.2% | +58.3% | +47.0% |
| 3Y | +170.5% | +388.3% | -217.8% | +164.0% |
| All | +170.5% | +392.8% | -222.3% | +164.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling