+367.9%
INSM vs GME
-56.3%
+424.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.1% | +1.1% |
| 7D | +2.5% | +10.4% | -7.9% | +1.0% |
| 30D | -2.2% | +14.1% | -16.2% | -4.1% |
| 3M | +33.8% | -4.6% | +38.4% | +34.4% |
| 6M | -7.2% | -13.5% | +6.4% | -5.6% |
| YTD | -25.6% | +5.3% | -31.0% | -26.8% |
| 1Y | -11.2% | -14.9% | +3.7% | -10.0% |
| 3Y | +388.3% | +24.3% | +364.1% | +282.9% |
| All | +367.9% | -56.3% | +424.2% | +296.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling