+403.4%
INSM vs GGLL
+328.4%
+75.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +2.8% | +1.9% | +0.9% | +2.5% |
| 30D | -4.7% | -9.7% | +5.0% | -3.6% |
| 3M | +32.6% | -18.0% | +50.6% | +34.7% |
| 6M | -10.9% | +15.3% | -26.1% | -14.7% |
| YTD | -28.2% | +2.2% | -30.4% | -30.3% |
| 1Y | -14.9% | +73.1% | -87.9% | -24.0% |
| 3Y | +375.6% | +242.7% | +132.9% | +268.7% |
| All | +403.4% | +328.4% | +75.0% | +283.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling