+409.0%
INSM vs GGLL
+328.7%
+80.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | 0.0% |
| 7D | +6.5% | -4.8% | +11.3% | +7.1% |
| 30D | +27.5% | -13.7% | +41.2% | +29.6% |
| 3M | +20.4% | -21.9% | +42.2% | +23.1% |
| 6M | -15.7% | +11.7% | -27.4% | -19.0% |
| YTD | -27.4% | +2.3% | -29.7% | -29.6% |
| 1Y | -11.4% | +76.2% | -87.6% | -21.2% |
| 3Y | +457.8% | +245.0% | +212.8% | +331.9% |
| All | +409.0% | +328.7% | +80.4% | +287.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling