-11.4%
INSM vs GFS
+37.2%
-48.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | +6.5% | +1.0% | +5.5% | +6.4% |
| 30D | +27.5% | -8.6% | +36.1% | +28.7% |
| 3M | +20.4% | -46.5% | +66.9% | +29.9% |
| 6M | -15.7% | -4.8% | -10.9% | -15.5% |
| YTD | -27.4% | +29.7% | -57.1% | -32.3% |
| 1Y | -11.4% | +35.8% | -47.2% | -18.8% |
| All | -11.4% | +37.2% | -48.6% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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