+419.1%
INSM vs GGLL
+309.0%
+110.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.5% | +7.6% | +3.7% |
| 7D | +1.7% | -3.9% | +5.6% | +2.2% |
| 30D | -4.4% | -15.4% | +10.9% | -2.6% |
| 3M | +30.0% | -21.9% | +51.9% | +32.8% |
| 6M | -10.0% | +4.5% | -14.5% | -12.8% |
| YTD | -26.0% | -2.4% | -23.6% | -27.8% |
| 1Y | -12.5% | +57.8% | -70.3% | -21.0% |
| 3Y | +390.5% | +227.2% | +163.3% | +282.2% |
| All | +419.1% | +309.0% | +110.1% | +297.6% |
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