-10.0%
INSM vs GFS
+0.4%
-10.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +2.8% |
| 7D | +1.7% | +4.5% | -2.8% | +1.0% |
| 30D | -4.4% | -8.2% | +3.8% | -3.4% |
| 3M | +30.0% | -38.9% | +68.9% | +38.0% |
| 6M | -10.0% | -2.9% | -7.1% | -9.9% |
| All | -10.0% | +0.4% | -10.4% | -9.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling