+337.3%
INSM vs GFS
0.0%
+337.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.2% |
| 7D | +2.5% | +3.8% | -1.4% | +1.7% |
| 30D | -2.2% | -11.7% | +9.5% | +0.1% |
| 3M | +33.8% | -41.8% | +75.6% | +47.5% |
| 6M | -7.2% | +6.6% | -13.8% | -10.5% |
| YTD | -25.6% | +34.6% | -60.3% | -32.6% |
| 1Y | -11.2% | +46.2% | -57.4% | -21.4% |
| 3Y | +388.3% | -20.3% | +408.7% | +379.0% |
| All | +337.3% | 0.0% | +337.3% | +260.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling