+380.3%
INSM vs GME
+14.2%
+366.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.5% |
| 7D | +0.5% | +6.0% | -5.6% | -0.3% |
| 30D | -4.0% | +8.3% | -12.3% | -5.0% |
| 3M | +38.5% | -9.1% | +47.6% | +40.0% |
| 6M | -11.5% | -16.3% | +4.8% | -9.8% |
| YTD | -26.9% | +1.5% | -28.4% | -27.5% |
| 1Y | -12.8% | -16.3% | +3.6% | -11.5% |
| All | +380.3% | +14.2% | +366.1% | +287.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling