+833.7%
INSM vs GPC
+86.4%
+747.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +1.8% |
| 7D | +2.5% | -3.2% | +5.7% | +3.7% |
| 30D | -2.2% | +0.5% | -2.7% | -2.4% |
| 3M | +33.8% | +31.7% | +2.1% | +19.4% |
| 6M | -7.2% | +24.7% | -31.9% | -15.7% |
| YTD | -25.6% | +11.8% | -37.4% | -30.6% |
| 1Y | -11.2% | -3.0% | -8.3% | -12.2% |
| 3Y | +388.3% | -1.1% | +389.4% | +350.8% |
| 5Y | +376.6% | +30.5% | +346.2% | +259.0% |
| All | +833.7% | +86.4% | +747.3% | +417.8% |
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