+75.8%
GM vs INSM
+375.8%
-300.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | -2.4% | +2.5% | -4.9% | -2.6% |
| 30D | -1.1% | -2.2% | +1.1% | -1.0% |
| 3M | +6.1% | +33.8% | -27.7% | +3.9% |
| 6M | +15.0% | -7.2% | +22.1% | +14.7% |
| YTD | +6.0% | -25.6% | +31.6% | +7.1% |
| 1Y | +47.1% | -11.2% | +58.3% | +46.4% |
| 3Y | +170.5% | +388.3% | -217.8% | +138.1% |
| All | +75.8% | +375.8% | -300.0% | +46.9% |
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