+701.9%
INSM vs GPC
+74.9%
+627.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | +5.9% | +0.4% | +5.5% | +5.7% |
| 30D | +23.9% | -6.3% | +30.2% | +26.8% |
| 3M | -4.1% | -8.2% | +4.1% | -1.1% |
| 6M | +2.7% | +27.1% | -24.4% | -7.1% |
| YTD | -30.4% | +3.1% | -33.5% | -33.1% |
| 1Y | -36.6% | +0.1% | -36.6% | -38.3% |
| 3Y | +406.9% | +0.2% | +406.7% | +361.4% |
| 5Y | +280.3% | +4.9% | +275.4% | +223.1% |
| All | +701.9% | +74.9% | +627.0% | +373.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling