+297.2%
INSM vs GD
+99.6%
+197.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +5.9% | +2.7% | +3.2% | +4.9% |
| 30D | +23.9% | +8.6% | +15.3% | +20.4% |
| 3M | -4.1% | -7.1% | +3.0% | -1.7% |
| 6M | +2.7% | +7.5% | -4.8% | 0.0% |
| YTD | -30.4% | +9.9% | -40.3% | -32.9% |
| 1Y | -36.6% | +7.6% | -44.1% | -38.4% |
| 3Y | +406.9% | +56.2% | +350.7% | +309.3% |
| All | +297.2% | +99.6% | +197.7% | +199.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling