+357.7%
INSM vs GPC
+30.9%
+326.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.3% | +3.0% |
| 7D | +1.7% | -0.6% | +2.3% | +1.8% |
| 30D | -4.4% | +1.3% | -5.7% | -4.6% |
| 3M | +30.0% | +37.1% | -7.1% | +25.8% |
| 6M | -10.0% | +23.2% | -33.2% | -12.3% |
| YTD | -26.0% | +13.1% | -39.1% | -27.8% |
| 1Y | -12.5% | +0.9% | -13.4% | -13.5% |
| 3Y | +390.5% | -0.8% | +391.3% | +373.0% |
| 5Y | +357.7% | +31.1% | +326.6% | +279.5% |
| All | +357.7% | +30.9% | +326.8% | +279.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling