+514.9%
GEV vs ISRG
+10.1%
+504.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.2% |
| 7D | +3.7% | -2.0% | +5.8% | +4.6% |
| 30D | -14.7% | +5.6% | -20.2% | -17.2% |
| 3M | -23.4% | +10.5% | -34.0% | -27.5% |
| 6M | -24.3% | +2.6% | -27.0% | -26.8% |
| YTD | +23.2% | -21.7% | +44.9% | +40.2% |
| 1Y | +44.2% | -21.6% | +65.8% | +63.9% |
| All | +514.9% | +10.1% | +504.8% | +461.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling