-11.2%
INSM vs GFS
+47.5%
-58.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.4% |
| 7D | +2.5% | +3.8% | -1.4% | +2.0% |
| 30D | -2.2% | -11.7% | +9.5% | -0.7% |
| 3M | +33.8% | -41.8% | +75.6% | +42.7% |
| 6M | -7.2% | +6.6% | -13.8% | -8.2% |
| YTD | -25.6% | +34.6% | -60.3% | -31.1% |
| 1Y | -11.2% | +46.2% | -57.4% | -18.9% |
| All | -11.2% | +47.5% | -58.8% | -18.9% |
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