+240.0%
GM vs INSM
+1,692.7%
-1,452.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +2.9% |
| 7D | -1.1% | +0.5% | -1.5% | -1.1% |
| 30D | -3.4% | -4.0% | +0.6% | -3.1% |
| 3M | +8.7% | +38.5% | -29.8% | +4.9% |
| 6M | +15.4% | -11.5% | +26.9% | +15.3% |
| YTD | +6.6% | -26.9% | +33.5% | +8.1% |
| 1Y | +51.5% | -12.8% | +64.3% | +50.6% |
| 3Y | +169.3% | +384.7% | -215.3% | +116.5% |
| 5Y | +81.6% | +368.8% | -287.3% | +43.3% |
| 10Y | +240.7% | +865.7% | -625.0% | +134.3% |
| All | +240.0% | +1,692.7% | -1,452.7% | +83.2% |
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