+437.1%
GS vs INSM
+708.7%
-271.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.3% |
| 7D | +5.1% | +8.6% | -3.4% | +4.5% |
| 30D | +2.4% | +22.0% | -19.6% | +0.8% |
| 3M | -11.5% | -10.7% | -0.7% | -10.9% |
| 6M | -2.5% | +1.8% | -4.3% | -3.3% |
| YTD | +5.5% | -32.2% | +37.6% | +7.3% |
| 1Y | +11.0% | -39.3% | +50.3% | +13.7% |
| 3Y | +200.1% | +397.1% | -197.1% | +152.7% |
| 5Y | +154.7% | +270.6% | -115.9% | +115.6% |
| All | +437.1% | +708.7% | -271.6% | +344.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling