+740.9%
INSM vs GD
+180.8%
+560.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.1% |
| 7D | +14.4% | -1.9% | +16.3% | +15.5% |
| 30D | +18.8% | +10.9% | +7.9% | +12.2% |
| 3M | -11.3% | -6.8% | -4.6% | -8.0% |
| 6M | +17.9% | +7.0% | +10.9% | +13.1% |
| YTD | -31.3% | +11.1% | -42.5% | -35.9% |
| 1Y | -37.7% | +7.0% | -44.8% | -40.7% |
| 3Y | +403.1% | +59.9% | +343.2% | +265.0% |
| 5Y | +279.3% | +102.5% | +176.9% | +131.2% |
| 10Y | +740.9% | +174.0% | +566.9% | +342.0% |
| All | +740.9% | +180.8% | +560.0% | +342.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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