+212.2%
GLD vs ISRG
+524.5%
-312.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.8% |
| 7D | +4.9% | +5.4% | -0.5% | +4.7% |
| 30D | -1.3% | +8.6% | -9.9% | -1.7% |
| 3M | -4.8% | +21.6% | -26.3% | -5.7% |
| 6M | -12.5% | +2.3% | -14.8% | -12.8% |
| YTD | -4.2% | -18.7% | +14.4% | -3.6% |
| 1Y | +3.0% | -17.8% | +20.8% | +3.6% |
| 3Y | +109.1% | +69.1% | +40.0% | +103.3% |
| 5Y | +121.6% | +26.5% | +95.1% | +116.3% |
| 10Y | +212.2% | +536.3% | -324.1% | +189.5% |
| All | +212.2% | +524.5% | -312.3% | +189.5% |
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 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