+381.6%
INSM vs GGLL
+194.0%
+187.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.0% |
| 7D | +14.4% | +5.1% | +9.3% | +13.9% |
| 30D | +18.8% | -35.5% | +54.3% | +23.2% |
| 3M | -11.3% | -39.2% | +27.8% | -7.5% |
| 6M | +17.9% | -54.4% | +72.3% | +26.8% |
| YTD | -31.3% | -29.8% | -1.5% | -31.4% |
| 1Y | -37.7% | -20.4% | -17.3% | -39.2% |
| 3Y | +403.1% | +149.7% | +253.4% | +298.7% |
| All | +381.6% | +194.0% | +187.6% | +277.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling