+208.4%
GLD vs ISRG
+521.1%
-312.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.6% |
| 7D | +2.8% | +2.1% | +0.7% | +2.7% |
| 30D | -4.0% | +6.2% | -10.1% | -4.2% |
| 3M | -8.2% | +14.4% | -22.6% | -8.9% |
| 6M | -14.8% | 0.0% | -14.8% | -15.0% |
| YTD | -6.8% | -20.5% | +13.7% | -6.1% |
| 1Y | -2.4% | -21.9% | +19.5% | -1.6% |
| 3Y | +105.8% | +62.2% | +43.6% | +100.5% |
| 5Y | +113.3% | +25.2% | +88.1% | +108.4% |
| 10Y | +208.4% | +537.3% | -328.9% | +190.4% |
| All | +208.4% | +521.1% | -312.7% | +190.4% |
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