+607.7%
INSM vs GH
+486.6%
+121.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.8% |
| 7D | +1.7% | -0.2% | +1.9% | +1.8% |
| 30D | -4.4% | -2.6% | -1.8% | -3.7% |
| 3M | +30.0% | +25.1% | +4.9% | +19.7% |
| 6M | -10.0% | +78.5% | -88.5% | -26.4% |
| YTD | -26.0% | +59.4% | -85.4% | -37.7% |
| 1Y | -12.5% | +173.9% | -186.4% | -38.2% |
| 3Y | +390.5% | +382.7% | +7.7% | +159.9% |
| 5Y | +357.7% | +24.4% | +333.3% | +238.0% |
| All | +607.7% | +486.6% | +121.1% | +201.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling