+102.3%
GLD vs ISRG
+57.5%
+44.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.0% | -6.8% | +4.8% | -1.5% |
| 30D | -4.4% | +5.1% | -9.6% | -4.8% |
| 3M | -8.9% | +12.0% | -21.0% | -9.7% |
| 6M | -16.0% | +7.0% | -23.0% | -16.5% |
| YTD | -7.9% | -20.6% | +12.8% | -6.9% |
| 1Y | -3.9% | -21.4% | +17.6% | -2.9% |
| All | +102.3% | +57.5% | +44.8% | +87.9% |
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