+103.4%
GLD vs ISRG
+24.4%
+79.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.7% |
| 7D | -5.5% | -6.1% | +0.6% | -5.1% |
| 30D | -7.0% | +4.2% | -11.2% | -7.2% |
| 3M | -12.4% | +9.6% | -22.0% | -12.8% |
| 6M | -18.0% | +1.9% | -19.9% | -18.2% |
| YTD | -10.5% | -22.3% | +11.9% | -9.5% |
| 1Y | -8.1% | -23.2% | +15.1% | -7.1% |
| 3Y | +97.7% | +58.5% | +39.2% | +92.1% |
| 5Y | +103.4% | +23.9% | +79.5% | +97.8% |
| All | +103.4% | +24.4% | +79.1% | +97.8% |
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