+386.0%
INSM vs GPC
-1.1%
+387.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.3% | +3.1% |
| 7D | +1.7% | -0.6% | +2.3% | +1.7% |
| 30D | -4.4% | +1.3% | -5.7% | -4.4% |
| 3M | +30.0% | +37.1% | -7.1% | +31.2% |
| 6M | -10.0% | +23.2% | -33.2% | -10.0% |
| YTD | -26.0% | +13.1% | -39.1% | -26.4% |
| 1Y | -12.5% | +0.9% | -13.4% | -13.6% |
| All | +386.0% | -1.1% | +387.1% | +356.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling