+833.7%
INSM vs GDDY
+207.2%
+626.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +0.9% |
| 7D | +2.5% | -3.2% | +5.7% | +3.7% |
| 30D | -2.2% | +6.8% | -9.0% | -6.0% |
| 3M | +33.8% | +30.5% | +3.3% | +13.7% |
| 6M | -7.2% | +13.3% | -20.5% | -17.9% |
| YTD | -25.6% | -21.0% | -4.7% | -21.7% |
| 1Y | -11.2% | -34.0% | +22.8% | +2.2% |
| 3Y | +388.3% | +33.1% | +355.3% | +239.7% |
| 5Y | +376.6% | +30.3% | +346.3% | +225.6% |
| All | +833.7% | +207.2% | +626.5% | +292.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling