+155.6%
INSM vs GPN
+2,487.0%
-2,331.4%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +2.5% | -4.6% | +7.1% | +4.3% |
| 30D | -2.2% | -0.3% | -1.9% | -2.5% |
| 3M | +33.8% | +35.4% | -1.6% | +17.1% |
| 6M | -7.2% | +21.7% | -28.8% | -16.0% |
| YTD | -25.6% | +14.9% | -40.5% | -32.1% |
| 1Y | -11.2% | +3.2% | -14.4% | -16.0% |
| 3Y | +388.3% | -27.1% | +415.5% | +408.5% |
| 5Y | +376.6% | -44.4% | +421.0% | +436.9% |
| 10Y | +881.9% | +27.0% | +854.9% | +732.3% |
| All | +155.6% | +2,487.0% | -2,331.4% | -17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling