+118.6%
GLD vs ISRG
+23.7%
+94.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.6% |
| 7D | +4.7% | +4.8% | -0.1% | +4.4% |
| 30D | -0.9% | +9.2% | -10.1% | -1.4% |
| 3M | -4.4% | +21.2% | -25.6% | -5.5% |
| 6M | -13.6% | +0.2% | -13.8% | -13.8% |
| YTD | -6.0% | -20.1% | +14.0% | -5.2% |
| 1Y | +1.8% | -17.3% | +19.1% | +2.4% |
| 3Y | +103.2% | +63.3% | +39.9% | +97.2% |
| All | +118.6% | +23.7% | +94.8% | +111.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling