+833.7%
INSM vs GFI
+1,066.8%
-233.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +2.9% | +1.8% |
| 7D | +2.5% | -4.9% | +7.3% | +3.0% |
| 30D | -2.2% | +10.7% | -12.9% | -3.2% |
| 3M | +33.8% | +25.6% | +8.2% | +30.2% |
| 6M | -7.2% | -8.3% | +1.1% | -7.0% |
| YTD | -25.6% | +6.3% | -32.0% | -26.9% |
| 1Y | -11.2% | +22.1% | -33.3% | -14.3% |
| 3Y | +388.3% | +289.2% | +99.1% | +314.7% |
| 5Y | +376.6% | +531.7% | -155.0% | +280.3% |
| All | +833.7% | +1,066.8% | -233.2% | +658.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling