-21.9%
INSM vs GWW
+4,794.1%
-4,816.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.4% |
| 7D | +1.7% | -0.5% | +2.2% | +1.8% |
| 30D | -4.4% | -1.4% | -3.0% | -4.1% |
| 3M | +30.0% | -3.6% | +33.7% | +31.0% |
| 6M | -10.0% | +15.1% | -25.1% | -15.0% |
| YTD | -26.0% | +27.5% | -53.5% | -32.6% |
| 1Y | -12.5% | +29.6% | -42.1% | -21.0% |
| 3Y | +390.5% | +90.1% | +300.4% | +280.7% |
| 5Y | +357.7% | +222.6% | +135.1% | +189.7% |
| 10Y | +877.2% | +566.5% | +310.7% | +376.6% |
| All | -21.9% | +4,794.1% | -4,816.0% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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