+243.4%
GDX vs ISRG
+65.7%
+177.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.7% | +4.0% |
| 7D | +15.6% | +5.4% | +10.1% | +14.2% |
| 30D | +2.4% | +8.6% | -6.2% | +0.5% |
| 3M | +1.7% | +21.6% | -19.8% | -2.9% |
| 6M | -3.3% | +2.3% | -5.6% | -4.3% |
| YTD | +6.6% | -18.7% | +25.3% | +11.2% |
| 1Y | +27.0% | -17.8% | +44.7% | +32.1% |
| 3Y | +243.4% | +69.1% | +174.3% | +186.6% |
| All | +243.4% | +65.7% | +177.7% | +186.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 3y: compounded portfolio wealth divided by compounded ISRG 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…
3y analysis · Full analysis span regression · 6 months rolling