+1,551.1%
GS vs INSM
-28.5%
+1,579.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.6% | -0.7% |
| 7D | -3.2% | +1.6% | -4.8% | -3.3% |
| 30D | -2.4% | +12.5% | -14.9% | -3.2% |
| 3M | -15.7% | -13.7% | -2.1% | -15.1% |
| 6M | -6.8% | -16.5% | +9.8% | -6.5% |
| YTD | -0.1% | -34.3% | +34.2% | +1.5% |
| 1Y | +12.1% | -38.4% | +50.5% | +14.2% |
| 3Y | +185.8% | +379.9% | -194.1% | +148.6% |
| 5Y | +140.1% | +242.2% | -102.1% | +110.5% |
| 10Y | +505.2% | +920.6% | -415.4% | +371.7% |
| All | +1,551.1% | -28.5% | +1,579.6% | +1,013.6% |
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 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