+388.3%
INSM vs GFI
+287.6%
+100.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +2.9% | +1.8% |
| 7D | +2.5% | -4.9% | +7.3% | +3.1% |
| 30D | -2.2% | +10.7% | -12.9% | -3.5% |
| 3M | +33.8% | +25.6% | +8.2% | +29.2% |
| 6M | -7.2% | -8.3% | +1.1% | -7.2% |
| YTD | -25.6% | +6.3% | -32.0% | -27.3% |
| 1Y | -11.2% | +22.1% | -33.3% | -15.0% |
| 3Y | +388.3% | +289.2% | +99.1% | +302.4% |
| All | +388.3% | +287.6% | +100.7% | +302.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling