-21.6%
INSM vs GPC
+1,217.6%
-1,239.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +1.8% |
| 7D | +2.5% | -3.2% | +5.7% | +3.9% |
| 30D | -2.2% | +0.5% | -2.7% | -2.5% |
| 3M | +33.8% | +31.7% | +2.1% | +17.9% |
| 6M | -7.2% | +24.7% | -31.9% | -16.5% |
| YTD | -25.6% | +11.8% | -37.4% | -31.0% |
| 1Y | -11.2% | -3.0% | -8.3% | -12.5% |
| 3Y | +388.3% | -1.1% | +389.4% | +349.5% |
| 5Y | +376.6% | +30.5% | +346.2% | +271.3% |
| 10Y | +881.9% | +85.2% | +796.6% | +508.0% |
| All | -21.6% | +1,217.6% | -1,239.2% | -73.0% |
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