+378.8%
INSM vs GTLB
-50.8%
+429.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.9% | +3.3% |
| 7D | +1.7% | -6.6% | +8.3% | +2.5% |
| 30D | -4.4% | +13.7% | -18.2% | -6.1% |
| 3M | +30.0% | +52.9% | -22.9% | +22.7% |
| 6M | -10.0% | +88.5% | -98.5% | -18.5% |
| YTD | -26.0% | +23.4% | -49.4% | -29.0% |
| 1Y | -12.5% | -3.8% | -8.7% | -13.5% |
| 3Y | +390.5% | -11.5% | +402.0% | +366.4% |
| All | +378.8% | -50.8% | +429.7% | +361.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling