+642.6%
GS vs INSM
+801.7%
-159.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | +3.4% | +2.8% | +0.6% | +3.2% |
| 30D | +0.2% | -4.7% | +4.9% | +0.5% |
| 3M | -0.3% | +32.6% | -32.9% | -3.0% |
| 6M | +27.4% | -10.9% | +38.2% | +27.3% |
| YTD | +19.6% | -28.2% | +47.9% | +21.5% |
| 1Y | +42.5% | -14.9% | +57.3% | +42.3% |
| 3Y | +240.4% | +375.6% | -135.2% | +187.0% |
| 5Y | +188.9% | +349.1% | -160.2% | +139.4% |
| 10Y | +642.6% | +796.6% | -154.0% | +488.6% |
| All | +642.6% | +801.7% | -159.2% | +488.6% |
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 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