-23.5%
INSM vs GD
+2,000.1%
-2,023.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.4% |
| 7D | +6.5% | -5.3% | +11.8% | +8.9% |
| 30D | +27.5% | -6.4% | +34.0% | +31.2% |
| 3M | +20.4% | +5.7% | +14.7% | +17.4% |
| 6M | -15.7% | -0.9% | -14.8% | -15.6% |
| YTD | -27.4% | +8.2% | -35.6% | -30.2% |
| 1Y | -11.4% | +13.4% | -24.8% | -16.7% |
| 3Y | +457.8% | +68.5% | +389.3% | +332.3% |
| 5Y | +343.0% | +97.2% | +245.8% | +219.1% |
| 10Y | +848.1% | +190.2% | +657.9% | +480.3% |
| All | -23.5% | +2,000.1% | -2,023.5% | -75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling