+699.1%
INSM vs GD
+168.5%
+530.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | +9.8% | +0.6% | +9.1% | +9.4% |
| 30D | +22.5% | +9.5% | +13.0% | +16.6% |
| 3M | -8.9% | -5.8% | -3.1% | -6.1% |
| 6M | +16.2% | +7.7% | +8.5% | +11.2% |
| YTD | -30.6% | +11.1% | -41.7% | -35.2% |
| 1Y | -37.7% | +6.1% | -43.7% | -40.4% |
| 3Y | +408.4% | +59.8% | +348.6% | +269.2% |
| 5Y | +279.6% | +104.6% | +175.0% | +129.9% |
| All | +699.1% | +168.5% | +530.7% | +330.9% |
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