+43.9%
GEV vs ISRG
-23.0%
+66.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.0% | -4.9% | -3.1% |
| 7D | -1.9% | -2.5% | +0.6% | -1.6% |
| 30D | -8.7% | -10.2% | +1.5% | -7.4% |
| 3M | +6.6% | -12.5% | +19.1% | +8.4% |
| 6M | +10.2% | -25.8% | +36.0% | +17.4% |
| YTD | +41.6% | -36.4% | +78.0% | +55.6% |
| 1Y | +43.9% | -19.9% | +63.8% | +51.0% |
| All | +43.9% | -23.0% | +66.9% | +51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling