+833.7%
INSM vs GRMN
+677.8%
+155.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.6% | -0.3% |
| 7D | +2.5% | +2.4% | 0.0% | +1.3% |
| 30D | -2.2% | -8.5% | +6.3% | +1.8% |
| 3M | +33.8% | +19.5% | +14.3% | +20.9% |
| 6M | -7.2% | +21.2% | -28.4% | -17.0% |
| YTD | -25.6% | +41.0% | -66.7% | -38.9% |
| 1Y | -11.2% | +19.6% | -30.8% | -21.4% |
| 3Y | +388.3% | +183.8% | +204.5% | +126.8% |
| 5Y | +376.6% | +83.0% | +293.6% | +198.6% |
| All | +833.7% | +677.8% | +155.9% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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