+233.6%
GDX vs ISRG
-2.2%
+235.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.9% |
| 7D | +1.9% | -5.0% | +6.9% | +3.2% |
| 30D | +9.9% | -10.2% | +20.1% | +12.7% |
| 3M | +28.2% | -17.2% | +45.4% | +33.5% |
| 6M | -2.9% | -28.4% | +25.5% | +4.8% |
| YTD | +16.0% | -37.6% | +53.6% | +29.4% |
| 1Y | +49.9% | -24.4% | +74.3% | +59.0% |
| 3Y | +263.6% | +18.4% | +245.1% | +235.6% |
| 5Y | +233.6% | -1.0% | +234.5% | +195.1% |
| All | +233.6% | -2.2% | +235.7% | +195.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling