-11.4%
INSM vs GGLL
+80.0%
-91.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.2% |
| 7D | +6.5% | -4.8% | +11.3% | +6.8% |
| 30D | +27.5% | -13.7% | +41.2% | +28.7% |
| 3M | +20.4% | -21.9% | +42.2% | +22.6% |
| 6M | -15.7% | +11.7% | -27.4% | -20.1% |
| YTD | -27.4% | +2.3% | -29.7% | -30.7% |
| 1Y | -11.4% | +76.2% | -87.6% | -19.5% |
| All | -11.4% | +80.0% | -91.4% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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