-39.8%
INSM vs GME
+15.0%
-54.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.6% | +1.7% | +4.7% |
| 7D | +13.4% | +7.8% | +5.7% | +12.1% |
| 30D | +5.9% | -0.4% | +6.3% | +5.8% |
| 3M | +11.4% | +30.9% | -19.5% | +7.6% |
| 6M | -21.4% | +5.5% | -26.9% | -22.2% |
| YTD | -36.8% | +25.2% | -62.0% | -41.5% |
| 1Y | -39.8% | +14.4% | -54.2% | -41.9% |
| All | -39.8% | +15.0% | -54.8% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 1y: compounded portfolio wealth divided by compounded GME 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…
1y analysis · Full analysis span regression · 6 months rolling