+345.7%
INSM vs GME
+1,127.7%
-782.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.3% | -2.2% | +2.7% |
| 7D | +1.7% | +4.8% | -3.1% | +1.3% |
| 30D | -4.4% | +5.9% | -10.3% | -4.9% |
| 3M | +30.0% | -10.7% | +40.8% | +31.1% |
| 6M | -10.0% | -19.8% | +9.8% | -8.5% |
| YTD | -26.0% | -0.9% | -25.0% | -26.2% |
| 1Y | -12.5% | -15.7% | +3.2% | -11.7% |
| 3Y | +390.5% | +12.3% | +378.2% | +342.5% |
| 5Y | +357.7% | -60.1% | +417.8% | +327.0% |
| 10Y | +877.2% | +265.3% | +611.9% | +325.6% |
| All | +345.7% | +1,127.7% | -782.0% | +31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling