+754.3%
INSM vs GD
+185.2%
+569.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.8% | +0.2% |
| 7D | +6.2% | -3.0% | +9.3% | +7.9% |
| 30D | +15.4% | +9.3% | +6.1% | +9.9% |
| 3M | -11.4% | -7.2% | -4.2% | -7.9% |
| 6M | +14.6% | +5.5% | +9.1% | +10.8% |
| YTD | -33.3% | +9.5% | -42.8% | -37.2% |
| 1Y | -38.8% | +6.4% | -45.2% | -41.6% |
| 3Y | +395.7% | +59.8% | +335.9% | +258.9% |
| 5Y | +258.9% | +98.0% | +160.9% | +121.3% |
| 10Y | +754.3% | +177.4% | +576.9% | +326.4% |
| All | +754.3% | +185.2% | +569.1% | +326.4% |
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