+103.2%
GLD vs ISRG
+62.8%
+40.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.5% |
| 7D | +4.7% | +4.8% | -0.1% | +4.3% |
| 30D | -0.9% | +9.2% | -10.1% | -1.5% |
| 3M | -4.4% | +21.2% | -25.6% | -5.7% |
| 6M | -13.6% | +0.2% | -13.8% | -13.8% |
| YTD | -6.0% | -20.1% | +14.0% | -5.1% |
| 1Y | +1.8% | -17.3% | +19.1% | +2.5% |
| 3Y | +103.2% | +63.3% | +39.9% | +90.3% |
| All | +103.2% | +62.8% | +40.4% | +90.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling