+611.0%
INSM vs GH
+467.1%
+143.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.0% |
| 7D | +2.5% | -2.5% | +5.0% | +3.2% |
| 30D | -2.2% | -4.7% | +2.5% | -0.9% |
| 3M | +33.8% | +20.2% | +13.6% | +24.7% |
| 6M | -7.2% | +78.8% | -85.9% | -24.2% |
| YTD | -25.6% | +54.1% | -79.7% | -36.8% |
| 1Y | -11.2% | +177.1% | -188.3% | -37.6% |
| 3Y | +388.3% | +371.6% | +16.7% | +160.5% |
| 5Y | +376.6% | +21.9% | +354.7% | +253.8% |
| All | +611.0% | +467.1% | +143.9% | +205.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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