-28.4%
INSM vs GPC
+1,110.8%
-1,139.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.9% |
| 7D | +8.6% | -1.3% | +9.8% | +9.1% |
| 30D | +22.0% | -6.0% | +28.0% | +25.0% |
| 3M | -10.7% | -7.6% | -3.1% | -7.9% |
| 6M | +1.8% | +24.2% | -22.4% | -8.2% |
| YTD | -32.2% | +2.7% | -34.9% | -34.9% |
| 1Y | -39.3% | +0.2% | -39.4% | -41.1% |
| 3Y | +397.1% | -0.8% | +397.9% | +356.0% |
| 5Y | +270.6% | +4.4% | +266.2% | +221.8% |
| 10Y | +717.1% | +74.5% | +642.6% | +417.3% |
| All | -28.4% | +1,110.8% | -1,139.2% | -74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling