-39.8%
INSM vs GDDY
-11.8%
-28.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.3% | +1.0% | +5.6% |
| 7D | +13.4% | +11.1% | +2.4% | +14.4% |
| 30D | +5.9% | +18.6% | -12.7% | +7.6% |
| 3M | +11.4% | +32.8% | -21.4% | +15.1% |
| 6M | -21.4% | +34.0% | -55.5% | -17.2% |
| YTD | -36.8% | -4.6% | -32.2% | -41.9% |
| 1Y | -39.8% | -12.5% | -27.3% | -47.1% |
| All | -39.8% | -11.8% | -28.0% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 1y: compounded portfolio wealth divided by compounded GDDY 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…
1y analysis · Full analysis span regression · 6 months rolling