-11.4%
INSM vs GFI
+45.3%
-56.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | +6.5% | +3.1% | +3.4% | +6.0% |
| 30D | +27.5% | +27.1% | +0.4% | +23.0% |
| 3M | +20.4% | +21.2% | -0.8% | +16.4% |
| 6M | -15.7% | -4.5% | -11.2% | -16.8% |
| YTD | -27.4% | +11.7% | -39.2% | -30.0% |
| 1Y | -11.4% | +46.0% | -57.4% | -17.7% |
| All | -11.4% | +45.3% | -56.7% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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