+833.7%
INSM vs GPN
+28.5%
+805.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +2.5% | -4.3% | +6.8% | +4.4% |
| 30D | -2.2% | 0.0% | -2.2% | -2.7% |
| 3M | +33.8% | +35.8% | -2.0% | +14.1% |
| 6M | -7.2% | +22.0% | -29.2% | -17.7% |
| YTD | -25.6% | +15.2% | -40.9% | -33.3% |
| 1Y | -11.2% | +3.5% | -14.7% | -16.8% |
| 3Y | +388.3% | -26.9% | +415.3% | +418.9% |
| 5Y | +376.6% | -44.2% | +420.9% | +469.7% |
| All | +833.7% | +28.5% | +805.2% | +634.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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