+381.1%
INSM vs GTLB
-50.1%
+431.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.3% | +1.8% |
| 7D | +2.5% | -5.7% | +8.2% | +3.2% |
| 30D | -2.2% | +15.1% | -17.3% | -4.0% |
| 3M | +33.8% | +65.5% | -31.7% | +24.9% |
| 6M | -7.2% | +102.9% | -110.1% | -16.7% |
| YTD | -25.6% | +25.2% | -50.9% | -28.8% |
| 1Y | -11.2% | -5.5% | -5.7% | -12.0% |
| 3Y | +388.3% | -10.9% | +399.2% | +364.1% |
| All | +381.1% | -50.1% | +431.2% | +362.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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