+620.7%
GEV vs ISRG
-9.0%
+629.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.4% |
| 7D | +3.3% | -1.6% | +4.9% | +4.0% |
| 30D | -7.5% | -2.3% | -5.2% | -6.7% |
| 3M | -2.2% | -12.4% | +10.3% | +2.5% |
| 6M | +12.1% | -26.8% | +38.9% | +30.6% |
| YTD | +44.4% | -35.3% | +79.6% | +80.7% |
| 1Y | +57.7% | -19.3% | +77.0% | +67.5% |
| All | +620.7% | -9.0% | +629.7% | +624.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling